+59.7%
ILMN vs PEGA
+92.7%
-33.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -3.9% | -3.1% |
| 7D | -9.8% | -8.2% | -1.6% | -7.3% |
| 30D | -22.7% | -11.6% | -11.2% | -20.0% |
| 3M | +12.1% | -4.2% | +16.2% | +12.3% |
| 6M | +51.5% | -12.0% | +63.4% | +53.7% |
| YTD | +63.9% | -46.9% | +110.8% | +94.9% |
| 1Y | +76.6% | -47.0% | +123.5% | +109.7% |
| 3Y | +124.6% | +40.9% | +83.7% | +63.5% |
| 5Y | -42.7% | -45.4% | +2.7% | -40.5% |
| 10Y | +59.7% | +95.9% | -36.3% | +4.6% |
| All | +59.7% | +92.7% | -33.0% | +4.6% |
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