+2,396.4%
INFY vs PEGA
+3,337.1%
-940.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.7% | -4.2% |
| 7D | -7.2% | -2.4% | -4.9% | -6.9% |
| 30D | -11.2% | +9.6% | -20.8% | -12.5% |
| 3M | -7.4% | +2.3% | -9.7% | -8.0% |
| 6M | -21.3% | -23.9% | +2.6% | -18.0% |
| YTD | -36.2% | -39.8% | +3.6% | -31.5% |
| 1Y | -31.3% | -37.4% | +6.1% | -26.8% |
| 3Y | -31.1% | +53.1% | -84.2% | -38.7% |
| 5Y | -44.9% | -47.2% | +2.4% | -44.0% |
| 10Y | +83.1% | +174.3% | -91.3% | +41.7% |
| All | +2,396.4% | +3,337.1% | -940.7% | +932.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling