+70.5%
ILMN vs PEGA
+99.2%
-28.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.5% | +4.9% |
| 7D | -2.6% | -10.0% | +7.4% | +0.8% |
| 30D | -20.6% | -12.7% | -8.0% | -17.4% |
| 3M | +17.5% | -4.6% | +22.0% | +17.9% |
| 6M | +55.6% | -13.1% | +68.7% | +58.6% |
| YTD | +68.3% | -47.6% | +115.9% | +101.0% |
| 1Y | +81.1% | -47.0% | +128.1% | +115.1% |
| 3Y | +112.2% | +42.0% | +70.1% | +53.6% |
| 5Y | -42.6% | -47.8% | +5.2% | -39.1% |
| 10Y | +70.5% | +92.0% | -21.5% | +14.5% |
| All | +70.5% | +99.2% | -28.7% | +14.5% |
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 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