+44,151.7%
ASML vs PEGA
+1,076.4%
+43,075.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.5% |
| 6M | -5.7% | -8.8% | +3.1% | -6.0% |
| YTD | +27.6% | -43.5% | +71.1% | +37.1% |
| 1Y | +30.8% | -43.4% | +74.2% | +40.2% |
| 3Y | +116.2% | +48.6% | +67.6% | +86.0% |
| 5Y | +67.7% | -43.3% | +111.0% | +66.9% |
| 10Y | +1,355.3% | +109.7% | +1,245.6% | +1,059.7% |
| All | +44,151.7% | +1,076.4% | +43,075.3% | +17,460.9% |
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 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