+123.4%
ILMN vs PEGA
-30.0%
+153.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +1.2% | +3.3% | -2.1% | +0.9% |
| 30D | +9.2% | +17.7% | -8.6% | +7.1% |
| 3M | +29.8% | +5.8% | +24.1% | +29.1% |
| 6M | +69.2% | -20.3% | +89.5% | +73.1% |
| YTD | +66.4% | -37.1% | +103.5% | +78.4% |
| 1Y | +123.4% | -30.2% | +153.6% | +133.0% |
| All | +123.4% | -30.0% | +153.4% | +133.0% |
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