+94.2%
ILMN vs PEGA
+43.4%
+50.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +3.1% |
| 7D | -9.7% | -4.5% | -5.2% | -9.0% |
| 30D | -20.4% | -5.7% | -14.7% | -19.8% |
| 3M | +10.0% | +2.6% | +7.5% | +8.8% |
| 6M | +49.5% | -10.6% | +60.1% | +50.7% |
| YTD | +62.5% | -45.5% | +108.0% | +80.0% |
| 1Y | +76.0% | -44.8% | +120.8% | +94.3% |
| 3Y | +94.2% | +45.5% | +48.6% | +58.5% |
| All | +94.2% | +43.4% | +50.7% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling