+111.7%
INTC vs PEGA
-47.9%
+159.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.2% | +13.2% | +9.7% |
| 7D | +17.4% | -2.4% | +19.8% | +17.7% |
| 30D | +2.8% | +9.6% | -6.9% | +1.2% |
| 3M | -5.3% | +2.3% | -7.6% | -6.3% |
| 6M | +140.6% | -23.9% | +164.5% | +149.2% |
| YTD | +183.1% | -39.8% | +222.9% | +203.8% |
| 1Y | +326.8% | -37.4% | +364.2% | +351.9% |
| 3Y | +179.4% | +53.1% | +126.3% | +133.5% |
| 5Y | +111.7% | -47.2% | +159.0% | +116.0% |
| All | +111.7% | -47.9% | +159.7% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling