+55,762.9%
ASML vs PEGA
+1,209.2%
+54,553.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.3% |
| 7D | +1.1% | +3.3% | -2.2% | +0.5% |
| 30D | +2.2% | +17.7% | -15.6% | -1.0% |
| 3M | -2.3% | +5.8% | -8.1% | -4.5% |
| 6M | +23.0% | -20.3% | +43.2% | +25.9% |
| YTD | +61.1% | -37.1% | +98.2% | +70.6% |
| 1Y | +129.1% | -30.2% | +159.3% | +136.8% |
| 3Y | +165.4% | +48.1% | +117.2% | +129.6% |
| 5Y | +109.5% | -46.8% | +156.3% | +111.8% |
| 10Y | +1,645.7% | +191.3% | +1,454.4% | +1,220.1% |
| All | +55,762.9% | +1,209.2% | +54,553.7% | +21,754.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling