+266.6%
EBAY vs PEGA
+180.6%
+86.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.0% |
| 7D | -0.8% | -5.3% | +4.5% | +0.4% |
| 30D | -0.6% | +8.3% | -8.9% | -2.5% |
| 3M | -1.0% | +8.9% | -9.9% | -3.7% |
| 6M | +16.3% | -19.7% | +36.0% | +20.4% |
| YTD | +21.7% | -39.9% | +61.6% | +33.7% |
| 1Y | +16.5% | -36.4% | +52.9% | +25.6% |
| 3Y | +154.2% | +52.8% | +101.4% | +100.5% |
| 5Y | +58.1% | -45.7% | +103.7% | +63.5% |
| All | +266.6% | +180.6% | +86.0% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling