-28.0%
CMCSA vs PEGA
+37.6%
-65.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.8% |
| 7D | +2.7% | -10.0% | +12.7% | +3.4% |
| 30D | +18.6% | -12.7% | +31.3% | +19.7% |
| 3M | -1.8% | -4.6% | +2.7% | -1.6% |
| 6M | -0.7% | -13.1% | +12.4% | -0.2% |
| YTD | -7.8% | -47.6% | +39.8% | -4.7% |
| 1Y | +0.7% | -47.0% | +47.8% | +4.0% |
| 3Y | -28.0% | +42.0% | -70.0% | -31.2% |
| All | -28.0% | +37.6% | -65.6% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling