+31,416.6%
AVGO vs PEGA
+398.6%
+31,018.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -3.0% | +3.3% | -6.2% | -3.9% |
| 30D | -14.4% | +17.7% | -32.2% | -18.6% |
| 3M | -14.4% | +5.8% | -20.2% | -17.2% |
| 6M | +13.1% | -20.3% | +33.4% | +18.1% |
| YTD | +3.8% | -37.1% | +40.9% | +14.9% |
| 1Y | +17.8% | -30.2% | +48.0% | +25.4% |
| 3Y | +325.3% | +48.1% | +277.1% | +237.1% |
| 5Y | +689.9% | -46.8% | +736.7% | +721.5% |
| 10Y | +2,597.0% | +191.3% | +2,405.7% | +1,545.7% |
| All | +31,416.6% | +398.6% | +31,018.0% | +15,513.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling