+718.9%
AVGO vs PEGA
-47.9%
+766.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.2% | +7.2% | +3.9% |
| 7D | -0.3% | -2.4% | +2.1% | +0.1% |
| 30D | -13.8% | +9.6% | -23.5% | -15.7% |
| 3M | -6.9% | +2.3% | -9.3% | -8.4% |
| 6M | +11.9% | -23.9% | +35.8% | +17.3% |
| YTD | +6.9% | -39.8% | +46.6% | +17.4% |
| 1Y | +7.4% | -37.4% | +44.8% | +16.3% |
| 3Y | +345.6% | +53.1% | +292.4% | +278.4% |
| 5Y | +718.9% | -47.2% | +766.1% | +834.1% |
| All | +718.9% | -47.9% | +766.8% | +834.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling