+767.4%
GOOG vs PEGA
+180.6%
+586.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.1% |
| 7D | -2.5% | -5.3% | +2.8% | -1.2% |
| 30D | -3.6% | +8.3% | -11.9% | -5.8% |
| 3M | -6.4% | +8.9% | -15.4% | -9.4% |
| 6M | +7.8% | -19.7% | +27.5% | +12.2% |
| YTD | +5.5% | -39.9% | +45.4% | +17.3% |
| 1Y | +38.3% | -36.4% | +74.7% | +50.2% |
| 3Y | +143.1% | +52.8% | +90.3% | +85.5% |
| 5Y | +135.0% | -45.7% | +180.7% | +148.0% |
| All | +767.4% | +180.6% | +586.8% | +469.8% |
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 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