+93.9%
ILMN vs PEGA
-44.4%
+138.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -21.6% | -2.9% | -18.7% | -21.4% |
| 30D | -22.9% | -0.5% | -22.4% | -22.9% |
| 3M | +11.6% | +8.5% | +3.1% | +10.1% |
| 6M | +62.5% | -6.3% | +68.8% | +63.5% |
| YTD | +72.7% | -42.2% | +114.9% | +94.7% |
| 1Y | +93.9% | -43.4% | +137.3% | +122.0% |
| All | +93.9% | -44.4% | +138.3% | +122.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling