+150.0%
EBAY vs PEGA
+49.1%
+100.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.8% |
| 7D | -3.0% | -6.1% | +3.1% | -2.5% |
| 30D | -3.6% | +6.4% | -10.0% | -4.2% |
| 3M | -4.4% | +2.9% | -7.4% | -5.0% |
| 6M | +12.1% | -23.8% | +35.9% | +14.1% |
| YTD | +19.9% | -41.1% | +61.0% | +23.9% |
| 1Y | +13.4% | -38.2% | +51.6% | +16.6% |
| All | +150.0% | +49.1% | +100.9% | +134.8% |
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