+216.5%
AZN vs PEGA
+184.6%
+31.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.2% |
| 7D | -1.6% | -3.0% | +1.4% | -1.3% |
| 30D | +1.1% | +15.9% | -14.8% | -0.5% |
| 3M | -12.1% | +10.8% | -23.0% | -13.4% |
| 6M | -17.1% | -16.5% | -0.6% | -16.1% |
| YTD | -12.0% | -39.0% | +27.0% | -8.2% |
| 1Y | -0.2% | -37.3% | +37.0% | +3.4% |
| 3Y | +26.8% | +59.2% | -32.4% | +12.9% |
| 5Y | +56.9% | -44.9% | +101.8% | +61.1% |
| All | +216.5% | +184.6% | +31.9% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling