+179.1%
LRCX vs PEGA
-37.1%
+216.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.6% | -5.4% |
| 7D | +1.8% | -5.3% | +7.1% | +1.2% |
| 30D | -4.3% | +8.3% | -12.6% | -3.2% |
| 3M | -7.3% | +8.9% | -16.3% | -4.2% |
| 6M | +38.6% | -19.7% | +58.3% | +44.3% |
| YTD | +74.4% | -39.9% | +114.3% | +87.4% |
| 1Y | +179.1% | -36.4% | +215.5% | +195.9% |
| All | +179.1% | -37.1% | +216.3% | +195.9% |
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