+121.2%
INTC vs PEGA
+94.5%
+26.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +8.0% | +7.6% |
| 7D | +7.3% | -8.6% | +15.9% | +9.4% |
| 30D | -38.3% | -10.1% | -28.2% | -37.0% |
| 3M | -36.0% | -4.7% | -31.3% | -36.1% |
| 6M | -51.7% | -8.0% | -43.7% | -52.2% |
| YTD | +69.4% | -47.1% | +116.5% | +90.5% |
| 1Y | +65.0% | -47.5% | +112.5% | +85.7% |
| 3Y | +63.0% | +40.2% | +22.7% | +24.9% |
| 5Y | +33.4% | -45.7% | +79.1% | +36.2% |
| 10Y | +121.2% | +85.1% | +36.1% | +42.7% |
| All | +121.2% | +94.5% | +26.7% | +42.7% |
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 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