+244.4%
AVGO vs PEGA
+43.6%
+200.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.4% |
| 7D | -9.9% | -4.5% | -5.4% | -9.2% |
| 30D | -22.0% | -5.7% | -16.3% | -21.3% |
| 3M | -30.0% | +2.7% | -32.7% | -30.9% |
| 6M | -30.7% | -10.5% | -20.2% | -30.1% |
| YTD | -14.7% | -45.4% | +30.8% | -4.5% |
| 1Y | -16.8% | -44.7% | +27.9% | -7.1% |
| 3Y | +244.4% | +45.7% | +198.8% | +199.1% |
| All | +244.4% | +43.6% | +200.9% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling