+57.4%
INTC vs PEGA
-44.4%
+101.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -39.0% | -2.9% | -36.1% | -39.3% |
| 30D | -49.8% | -0.5% | -49.4% | -49.8% |
| 3M | -42.2% | +8.5% | -50.7% | -41.3% |
| 6M | -39.2% | -6.3% | -32.9% | -37.3% |
| YTD | +57.9% | -42.2% | +100.1% | +58.0% |
| 1Y | +57.4% | -43.4% | +100.8% | +70.9% |
| All | +57.4% | -44.4% | +101.8% | +70.9% |
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