+104.7%
CSCO vs PEGA
+37.6%
+67.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.9% | +9.0% | +5.2% |
| 7D | -2.9% | -10.0% | +7.1% | -2.6% |
| 30D | -16.7% | -12.7% | -4.0% | -16.3% |
| 3M | -18.4% | -4.6% | -13.9% | -18.4% |
| 6M | +2.9% | -13.1% | +16.0% | +3.4% |
| YTD | +30.4% | -47.6% | +78.0% | +35.2% |
| 1Y | +41.4% | -47.0% | +88.4% | +46.3% |
| 3Y | +104.7% | +42.0% | +62.6% | +105.8% |
| All | +104.7% | +37.6% | +67.0% | +105.8% |
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 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