+113.3%
CSCO vs PEGA
-46.5%
+159.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -0.7% | +3.3% | -4.0% | -0.9% |
| 30D | -10.1% | +17.7% | -27.9% | -11.5% |
| 3M | -15.7% | +5.8% | -21.5% | -16.3% |
| 6M | +36.3% | -20.3% | +56.5% | +38.5% |
| YTD | +43.8% | -37.1% | +81.0% | +49.5% |
| 1Y | +63.9% | -30.2% | +94.1% | +67.9% |
| 3Y | +104.4% | +48.1% | +56.2% | +87.8% |
| All | +113.3% | -46.5% | +159.8% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling