+3.3%
AVGO vs PEGA
-46.7%
+50.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.5% | +5.5% |
| 7D | +25.0% | -4.6% | +29.5% | +25.0% |
| 30D | +2.0% | -6.8% | +8.8% | +2.0% |
| 3M | -12.3% | +2.6% | -14.8% | -12.6% |
| 6M | -12.8% | -5.4% | -7.4% | -12.2% |
| YTD | +5.9% | -46.0% | +51.9% | +20.0% |
| 1Y | +3.3% | -45.6% | +49.0% | +17.7% |
| All | +3.3% | -46.7% | +50.1% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling