+140.0%
ASML vs PEGA
+41.6%
+98.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +2.5% | -8.6% | +11.2% | +3.2% |
| 30D | -12.2% | -10.1% | -2.1% | -11.6% |
| 3M | -14.6% | -4.7% | -9.9% | -14.8% |
| 6M | -1.7% | -8.0% | +6.2% | -1.8% |
| YTD | +44.3% | -47.1% | +91.4% | +55.5% |
| 1Y | +51.0% | -47.5% | +98.5% | +62.7% |
| All | +140.0% | +41.6% | +98.4% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling