+137.7%
GOOGL vs PEGA
-47.9%
+185.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.1% | +0.7% |
| 7D | +1.1% | -2.4% | +3.5% | +1.5% |
| 30D | -4.4% | +9.6% | -14.1% | -6.2% |
| 3M | -6.8% | +2.3% | -9.1% | -7.9% |
| 6M | +13.6% | -23.9% | +37.5% | +18.3% |
| YTD | +8.3% | -39.8% | +48.1% | +17.3% |
| 1Y | +44.9% | -37.4% | +82.4% | +54.9% |
| 3Y | +150.5% | +53.1% | +97.3% | +105.9% |
| 5Y | +137.7% | -47.2% | +185.0% | +160.5% |
| All | +137.7% | -47.9% | +185.7% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling