+28,084.6%
AVGO vs PEGA
+315.8%
+27,768.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.9% | +12.7% | +9.9% |
| 7D | -0.9% | -10.0% | +9.1% | +2.1% |
| 30D | -11.6% | -12.7% | +1.0% | -8.5% |
| 3M | -25.2% | -4.6% | -20.6% | -25.0% |
| 6M | -25.4% | -13.1% | -12.4% | -24.5% |
| YTD | -7.2% | -47.6% | +40.4% | +7.3% |
| 1Y | -7.9% | -47.0% | +39.1% | +6.1% |
| 3Y | +262.1% | +42.0% | +220.1% | +187.6% |
| 5Y | +525.7% | -47.8% | +573.5% | +543.6% |
| 10Y | +2,300.3% | +92.0% | +2,208.3% | +1,540.1% |
| All | +28,084.6% | +315.8% | +27,768.8% | +14,486.5% |
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