-51.4%
ILMN vs PEGA
-46.5%
-4.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +1.2% | +3.3% | -2.1% | +0.3% |
| 30D | +9.2% | +17.7% | -8.6% | +4.1% |
| 3M | +29.8% | +5.8% | +24.1% | +26.4% |
| 6M | +69.2% | -20.3% | +89.5% | +77.8% |
| YTD | +66.4% | -37.1% | +103.5% | +85.6% |
| 1Y | +123.4% | -30.2% | +153.6% | +139.1% |
| 3Y | +33.2% | +48.1% | -14.9% | +2.3% |
| All | -51.4% | -46.5% | -4.9% | -47.7% |
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 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