+243.2%
INTC vs PEGA
+180.6%
+62.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.5% | -6.0% |
| 7D | +9.4% | -5.3% | +14.7% | +10.6% |
| 30D | +2.7% | +8.3% | -5.6% | +0.4% |
| 3M | -6.3% | +8.9% | -15.2% | -9.8% |
| 6M | +114.5% | -19.7% | +134.2% | +121.3% |
| YTD | +171.9% | -39.9% | +211.8% | +198.3% |
| 1Y | +305.0% | -36.4% | +341.4% | +333.9% |
| 3Y | +168.3% | +52.8% | +115.5% | +105.5% |
| 5Y | +102.3% | -45.7% | +148.0% | +111.9% |
| All | +243.2% | +180.6% | +62.6% | +140.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling