+13,507.3%
GOOGL vs PEGA
+2,417.7%
+11,089.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.9% |
| 7D | -2.3% | +3.3% | -5.6% | -3.0% |
| 30D | -6.6% | +17.7% | -24.3% | -10.1% |
| 3M | -8.9% | +5.8% | -14.7% | -10.9% |
| 6M | +11.9% | -20.3% | +32.1% | +15.9% |
| YTD | +8.3% | -37.1% | +45.5% | +17.2% |
| 1Y | +46.2% | -30.2% | +76.4% | +53.5% |
| 3Y | +151.9% | +48.1% | +103.8% | +108.9% |
| 5Y | +137.7% | -46.8% | +184.5% | +139.9% |
| 10Y | +757.6% | +191.3% | +566.2% | +494.0% |
| All | +13,507.3% | +2,417.7% | +11,089.6% | +5,652.1% |
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 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