+105.7%
INTC vs PEGA
+95.3%
+10.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.4% |
| 7D | -4.0% | -8.2% | +4.2% | -2.2% |
| 30D | -44.5% | -11.6% | -32.9% | -43.1% |
| 3M | -40.4% | -4.2% | -36.2% | -40.5% |
| 6M | -53.5% | -12.0% | -41.5% | -53.4% |
| YTD | +57.5% | -46.9% | +104.4% | +77.0% |
| 1Y | +51.2% | -47.0% | +98.2% | +69.8% |
| 3Y | +51.6% | +40.9% | +10.7% | +16.0% |
| 5Y | +23.5% | -45.4% | +68.8% | +25.9% |
| All | +105.7% | +95.3% | +10.4% | +32.6% |
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 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