+32,991.5%
GILD vs PEGA
+1,170.0%
+31,821.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -0.9% |
| 7D | -4.8% | -3.0% | -1.8% | -4.5% |
| 30D | +5.8% | +15.9% | -10.1% | +4.2% |
| 3M | +14.9% | +10.8% | +4.1% | +13.4% |
| 6M | -0.4% | -16.5% | +16.2% | +0.9% |
| YTD | +18.5% | -39.0% | +57.6% | +23.1% |
| 1Y | +25.1% | -37.3% | +62.4% | +29.2% |
| 3Y | +105.9% | +59.2% | +46.7% | +88.3% |
| 5Y | +143.0% | -44.9% | +187.9% | +141.3% |
| 10Y | +162.4% | +182.6% | -20.2% | +114.3% |
| All | +32,991.5% | +1,170.0% | +31,821.5% | +15,351.0% |
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