+391.6%
EBAY vs PEGA
+97.3%
+294.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -0.9% | +0.1% | -0.9% | -0.9% |
| 30D | +3.5% | -4.1% | +7.6% | +4.3% |
| 3M | +16.0% | -2.8% | +18.8% | +16.2% |
| 6M | +7.6% | -0.4% | +8.1% | +6.4% |
| YTD | +40.1% | -45.4% | +85.5% | +56.7% |
| 1Y | +45.0% | -42.6% | +87.7% | +60.2% |
| 3Y | +228.1% | +45.4% | +182.7% | +160.6% |
| 5Y | +78.6% | -44.6% | +123.2% | +81.6% |
| All | +391.6% | +97.3% | +294.3% | +242.7% |
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