+667.7%
GOOGL vs PEGA
+94.5%
+573.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.2% |
| 7D | +1.6% | -8.6% | +10.2% | +3.9% |
| 30D | -16.8% | -10.1% | -6.7% | -14.6% |
| 3M | -14.6% | -4.7% | -9.8% | -14.0% |
| 6M | -24.4% | -8.0% | -16.4% | -24.0% |
| YTD | -6.1% | -47.1% | +41.1% | +7.9% |
| 1Y | +1.0% | -47.5% | +48.5% | +16.0% |
| 3Y | +123.4% | +40.2% | +83.2% | +72.4% |
| 5Y | +103.2% | -45.7% | +149.0% | +111.6% |
| 10Y | +667.7% | +85.1% | +582.7% | +419.7% |
| All | +667.7% | +94.5% | +573.3% | +419.7% |
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