+63.9%
CSCO vs PEGA
-30.0%
+93.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -0.7% | +3.3% | -4.0% | -0.5% |
| 30D | -10.1% | +17.7% | -27.9% | -9.5% |
| 3M | -15.7% | +5.8% | -21.5% | -14.8% |
| 6M | +36.3% | -20.3% | +56.5% | +37.1% |
| YTD | +43.8% | -37.1% | +81.0% | +48.3% |
| 1Y | +63.9% | -30.2% | +94.1% | +69.9% |
| All | +63.9% | -30.0% | +93.9% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling