-43.8%
ILMN vs PEGA
-44.5%
+0.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -23.8% | -4.1% | -19.7% | -23.3% |
| 3M | +7.5% | -2.8% | +10.3% | +7.4% |
| 6M | +42.8% | -0.4% | +43.2% | +39.7% |
| YTD | +57.8% | -45.4% | +103.2% | +81.6% |
| 1Y | +72.6% | -42.6% | +115.2% | +95.3% |
| 3Y | +129.3% | +45.4% | +83.9% | +73.2% |
| All | -43.8% | -44.5% | +0.7% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling