+65.9%
CSCO vs PEGA
-38.8%
+104.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.2% |
| 7D | 0.0% | -6.1% | +6.1% | -0.3% |
| 30D | -10.7% | +6.4% | -17.1% | -10.4% |
| 3M | -8.7% | +2.9% | -11.7% | -8.0% |
| 6M | +44.9% | -23.8% | +68.7% | +45.6% |
| YTD | +44.1% | -41.1% | +85.2% | +48.9% |
| 1Y | +65.9% | -38.2% | +104.1% | +70.5% |
| All | +65.9% | -38.8% | +104.7% | +70.5% |
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