+121.0%
GOOG vs PEGA
+46.3%
+74.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -14.9% | -4.1% | -10.7% | -14.5% |
| 3M | -14.9% | -2.8% | -12.1% | -14.7% |
| 6M | -26.6% | -0.4% | -26.2% | -26.9% |
| YTD | -6.6% | -45.4% | +38.8% | -1.3% |
| 1Y | +5.1% | -42.6% | +47.7% | +10.3% |
| 3Y | +121.0% | +45.4% | +75.5% | +109.6% |
| All | +121.0% | +46.3% | +74.6% | +109.6% |
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