+14,014.6%
EBAY vs PEGA
+922.8%
+13,091.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.2% |
| 7D | -2.1% | +3.3% | -5.4% | -2.6% |
| 30D | -6.7% | +17.7% | -24.4% | -9.2% |
| 3M | -5.0% | +5.8% | -10.8% | -6.4% |
| 6M | +14.6% | -20.3% | +34.9% | +17.8% |
| YTD | +19.8% | -37.1% | +57.0% | +27.3% |
| 1Y | +12.6% | -30.2% | +42.8% | +17.1% |
| 3Y | +141.0% | +48.1% | +92.9% | +111.3% |
| 5Y | +47.5% | -46.8% | +94.3% | +48.9% |
| 10Y | +263.3% | +191.3% | +72.0% | +174.2% |
| All | +14,014.6% | +922.8% | +13,091.8% | +6,348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling