+3,546.5%
LRCX vs PEGA
+180.6%
+3,365.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.6% | -6.3% |
| 7D | +1.8% | -5.3% | +7.1% | +3.6% |
| 30D | -4.3% | +8.3% | -12.6% | -7.5% |
| 3M | -7.3% | +8.9% | -16.3% | -12.8% |
| 6M | +38.6% | -19.7% | +58.3% | +44.1% |
| YTD | +74.4% | -39.9% | +114.3% | +98.4% |
| 1Y | +179.1% | -36.4% | +215.5% | +207.5% |
| 3Y | +357.7% | +52.8% | +304.9% | +208.2% |
| 5Y | +424.9% | -45.7% | +470.5% | +476.7% |
| All | +3,546.5% | +180.6% | +3,365.9% | +1,988.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling