+2,660.6%
AVGO vs PEGA
+97.3%
+2,563.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.0% | -5.1% |
| 7D | +18.2% | +0.1% | +18.1% | +18.0% |
| 30D | +0.2% | -4.1% | +4.4% | +1.1% |
| 3M | -16.8% | -2.8% | -14.0% | -17.0% |
| 6M | -16.5% | -0.4% | -16.0% | -18.8% |
| YTD | +0.8% | -45.4% | +46.2% | +16.6% |
| 1Y | +2.8% | -42.6% | +45.4% | +16.9% |
| 3Y | +278.5% | +45.4% | +233.1% | +187.8% |
| 5Y | +573.1% | -44.6% | +617.7% | +623.8% |
| All | +2,660.6% | +97.3% | +2,563.3% | +1,610.2% |
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