+1,847.3%
AZN vs PEGA
+1,127.6%
+719.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.8% |
| 7D | -2.9% | -6.1% | +3.2% | -2.6% |
| 30D | -3.1% | +6.4% | -9.5% | -3.4% |
| 3M | -14.4% | +2.9% | -17.4% | -14.7% |
| 6M | -19.5% | -23.8% | +4.3% | -18.6% |
| YTD | -13.8% | -41.1% | +27.3% | -11.9% |
| 1Y | -2.4% | -38.2% | +35.8% | -0.6% |
| 3Y | +21.3% | +49.8% | -28.6% | +16.3% |
| 5Y | +53.6% | -48.0% | +101.7% | +53.4% |
| 10Y | +220.1% | +173.1% | +47.0% | +193.5% |
| All | +1,847.3% | +1,127.6% | +719.7% | +1,497.6% |
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