+108.6%
ASML vs PEGA
-46.5%
+155.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.4% |
| 7D | +1.1% | +3.3% | -2.2% | +0.4% |
| 30D | +2.2% | +17.7% | -15.6% | -1.4% |
| 3M | -2.3% | +5.8% | -8.1% | -4.4% |
| 6M | +23.0% | -20.3% | +43.2% | +27.5% |
| YTD | +61.1% | -37.1% | +98.2% | +75.0% |
| 1Y | +129.1% | -30.2% | +159.3% | +140.4% |
| 3Y | +165.4% | +48.1% | +117.2% | +109.2% |
| All | +108.6% | -46.5% | +155.0% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling