+62.9%
KO vs PEGA
+52.0%
+10.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.6% | +0.4% |
| 7D | -1.1% | -5.3% | +4.2% | -1.2% |
| 30D | +1.6% | +8.3% | -6.7% | +1.7% |
| 3M | +5.8% | +8.9% | -3.2% | +5.8% |
| 6M | +14.3% | -19.7% | +34.0% | +13.6% |
| YTD | +27.3% | -39.9% | +67.2% | +26.3% |
| 1Y | +33.2% | -36.4% | +69.6% | +32.2% |
| All | +62.9% | +52.0% | +10.9% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling