+140.7%
GOOG vs PEGA
+49.1%
+91.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.9% |
| 7D | -1.6% | -6.1% | +4.6% | -0.9% |
| 30D | -7.7% | +6.4% | -14.0% | -8.4% |
| 3M | -9.3% | +2.9% | -12.2% | -9.9% |
| 6M | +7.4% | -23.8% | +31.3% | +10.0% |
| YTD | +4.9% | -41.1% | +45.9% | +10.3% |
| 1Y | +37.2% | -38.2% | +75.4% | +43.1% |
| All | +140.7% | +49.1% | +91.6% | +130.1% |
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 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