+76.0%
ILMN vs PEGA
-45.2%
+121.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +2.8% |
| 7D | -9.7% | -4.5% | -5.2% | -9.3% |
| 30D | -20.4% | -5.7% | -14.7% | -20.1% |
| 3M | +10.0% | +2.7% | +7.4% | +9.0% |
| 6M | +49.5% | -10.5% | +60.0% | +50.9% |
| YTD | +62.5% | -45.4% | +107.9% | +85.9% |
| 1Y | +76.0% | -44.7% | +120.7% | +100.7% |
| All | +76.0% | -45.2% | +121.2% | +100.7% |
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