+2,761.7%
AVGO vs PEGA
+180.6%
+2,581.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -2.9% | -1.6% |
| 7D | +1.0% | -5.3% | +6.3% | +2.6% |
| 30D | -13.3% | +8.3% | -21.6% | -15.6% |
| 3M | -2.9% | +8.9% | -11.8% | -7.2% |
| 6M | +5.7% | -19.7% | +25.4% | +10.4% |
| YTD | +4.6% | -39.9% | +44.5% | +18.3% |
| 1Y | -1.6% | -36.4% | +34.7% | +8.3% |
| 3Y | +336.2% | +52.8% | +283.4% | +231.8% |
| 5Y | +695.6% | -45.7% | +741.3% | +780.0% |
| All | +2,761.7% | +180.6% | +2,581.2% | +1,746.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling