+1,624.9%
CMCSA vs PEGA
+1,209.2%
+415.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.1% | +3.3% | -5.4% | -2.4% |
| 30D | +7.0% | +17.7% | -10.7% | +5.4% |
| 3M | +15.1% | +5.8% | +9.3% | +14.2% |
| 6M | -15.4% | -20.3% | +4.9% | -14.1% |
| YTD | -1.9% | -37.1% | +35.2% | +1.2% |
| 1Y | -12.7% | -30.2% | +17.5% | -11.0% |
| 3Y | -31.0% | +48.1% | -79.1% | -35.6% |
| 5Y | -46.1% | -46.8% | +0.7% | -46.1% |
| 10Y | +10.8% | +191.3% | -180.5% | -4.1% |
| All | +1,624.9% | +1,209.2% | +415.6% | +1,051.4% |
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