+43.2%
KO vs PEGA
-44.4%
+87.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +4.4% | -2.9% | +7.3% | +4.4% |
| 30D | +10.7% | -0.5% | +11.2% | +10.8% |
| 3M | +11.3% | +8.5% | +2.8% | +11.7% |
| 6M | +24.0% | -6.3% | +30.3% | +22.3% |
| YTD | +39.7% | -42.2% | +81.9% | +34.4% |
| 1Y | +43.2% | -43.4% | +86.7% | +39.6% |
| All | +43.2% | -44.4% | +87.7% | +39.6% |
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 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