+12.6%
EBAY vs PEGA
-30.0%
+42.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.2% |
| 7D | -2.1% | +3.3% | -5.4% | -2.5% |
| 30D | -6.7% | +17.7% | -24.4% | -8.9% |
| 3M | -5.0% | +5.8% | -10.8% | -6.2% |
| 6M | +14.6% | -20.3% | +34.9% | +18.2% |
| YTD | +19.8% | -37.1% | +57.0% | +25.8% |
| 1Y | +12.6% | -30.2% | +42.8% | +15.0% |
| All | +12.6% | -30.0% | +42.6% | +15.0% |
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