+32.3%
ILMN vs PEGA
+191.9%
-159.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +1.2% | +3.3% | -2.1% | +0.1% |
| 30D | +9.2% | +17.7% | -8.6% | +3.1% |
| 3M | +29.8% | +5.8% | +24.1% | +25.6% |
| 6M | +69.2% | -20.3% | +89.5% | +79.1% |
| YTD | +66.4% | -37.1% | +103.5% | +88.6% |
| 1Y | +123.4% | -30.2% | +153.6% | +141.1% |
| 3Y | +33.2% | +48.1% | -14.9% | -2.3% |
| 5Y | -52.0% | -46.8% | -5.2% | -48.2% |
| All | +32.3% | +191.9% | -159.6% | -27.8% |
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