+289.3%
INTC vs PEGA
-30.0%
+319.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.4% |
| 7D | +7.1% | +3.3% | +3.8% | +7.5% |
| 30D | -5.2% | +17.7% | -23.0% | -3.1% |
| 3M | -14.3% | +5.8% | -20.1% | -11.5% |
| 6M | +110.2% | -20.3% | +130.4% | +113.0% |
| YTD | +159.6% | -37.1% | +196.8% | +163.5% |
| 1Y | +289.3% | -30.2% | +319.5% | +298.8% |
| All | +289.3% | -30.0% | +319.3% | +298.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling