+67.7%
ASML vs PEGA
-43.7%
+111.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.9% |
| 7D | -19.0% | -1.6% | -17.5% | -18.8% |
| 30D | -25.9% | -3.0% | -23.0% | -25.7% |
| 3M | -19.1% | +5.8% | -24.9% | -20.7% |
| 6M | -5.7% | -8.8% | +3.1% | -5.7% |
| YTD | +27.6% | -43.5% | +71.1% | +40.6% |
| 1Y | +30.8% | -43.4% | +74.2% | +43.8% |
| 3Y | +116.2% | +48.6% | +67.6% | +67.6% |
| 5Y | +67.7% | -43.3% | +111.0% | +71.5% |
| All | +67.7% | -43.7% | +111.3% | +71.5% |
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