+388.9%
LRCX vs PEGA
+49.1%
+339.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-09 to 2026-09-09.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.2% |
| 7D | +9.5% | -6.1% | +15.7% | +10.3% |
| 30D | +3.1% | +6.4% | -3.3% | +2.1% |
| 3M | -3.4% | +2.9% | -6.3% | -4.2% |
| 6M | +49.7% | -23.8% | +73.5% | +56.1% |
| YTD | +84.9% | -41.1% | +125.9% | +102.0% |
| 1Y | +200.8% | -38.2% | +239.1% | +223.5% |
| All | +388.9% | +49.1% | +339.8% | +325.2% |
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 2023-09-09 to 2026-09-09: 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…
2023-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling