+1,554.5%
CMCSA vs PEGA
+1,001.0%
+553.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +0.7% | -8.6% | +9.3% | +1.5% |
| 30D | +21.0% | -10.1% | +31.1% | +22.1% |
| 3M | -0.9% | -4.7% | +3.8% | -0.6% |
| 6M | +2.9% | -8.0% | +10.9% | +3.3% |
| YTD | -5.9% | -47.1% | +41.2% | -1.5% |
| 1Y | +2.5% | -47.5% | +49.9% | +7.3% |
| 3Y | -28.3% | +40.2% | -68.5% | -32.7% |
| 5Y | -40.8% | -45.7% | +5.0% | -40.9% |
| 10Y | +5.4% | +85.1% | -79.6% | -5.4% |
| All | +1,554.5% | +1,001.0% | +553.5% | +1,020.8% |
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