+334.7%
INTC vs PEGA
-38.8%
+373.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +1.4% |
| 7D | +18.0% | -6.1% | +24.1% | +17.0% |
| 30D | +8.9% | +6.4% | +2.5% | +9.9% |
| 3M | -1.6% | +2.9% | -4.5% | +1.0% |
| 6M | +133.1% | -23.8% | +156.9% | +134.8% |
| YTD | +187.9% | -41.1% | +229.0% | +190.7% |
| 1Y | +334.7% | -38.2% | +372.9% | +346.0% |
| All | +334.7% | -38.8% | +373.5% | +346.0% |
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