+132.2%
ILMN vs PEGA
+44.6%
+87.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.9% |
| 7D | +0.7% | -4.6% | +5.3% | +1.5% |
| 30D | -22.7% | -6.8% | -15.9% | -22.0% |
| 3M | +8.6% | +2.6% | +6.1% | +7.4% |
| 6M | +43.8% | -5.4% | +49.2% | +43.3% |
| YTD | +59.8% | -46.0% | +105.8% | +77.2% |
| 1Y | +71.8% | -45.6% | +117.4% | +90.1% |
| All | +132.2% | +44.6% | +87.6% | +101.4% |
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