+11,715.7%
GOOG vs PEGA
+2,087.5%
+9,628.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -14.9% | -4.1% | -10.7% | -14.2% |
| 3M | -14.9% | -2.8% | -12.1% | -14.7% |
| 6M | -26.6% | -0.4% | -26.2% | -27.5% |
| YTD | -6.6% | -45.4% | +38.8% | +3.9% |
| 1Y | +5.1% | -42.6% | +47.7% | +15.4% |
| 3Y | +121.0% | +45.4% | +75.5% | +83.3% |
| 5Y | +97.3% | -44.6% | +141.9% | +96.4% |
| 10Y | +683.2% | +91.2% | +592.1% | +490.5% |
| All | +11,715.7% | +2,087.5% | +9,628.3% | +5,036.8% |
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 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