+16,298.1%
EBAY vs PEGA
+778.0%
+15,520.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.1% | -2.4% |
| 7D | -2.6% | -4.6% | +2.0% | -1.9% |
| 30D | +3.2% | -6.8% | +10.0% | +4.3% |
| 3M | +17.8% | +2.6% | +15.2% | +16.9% |
| 6M | +9.5% | -5.4% | +14.8% | +9.4% |
| YTD | +39.2% | -46.0% | +85.2% | +51.4% |
| 1Y | +38.6% | -45.6% | +84.2% | +50.4% |
| 3Y | +216.8% | +43.2% | +173.7% | +179.0% |
| 5Y | +77.5% | -45.3% | +122.7% | +78.0% |
| 10Y | +375.7% | +88.9% | +286.8% | +284.0% |
| All | +16,298.1% | +778.0% | +15,520.2% | +7,566.1% |
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