+395.9%
LRCX vs PEGA
+52.4%
+343.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.3% | +4.6% |
| 7D | +10.4% | -2.4% | +12.8% | +10.7% |
| 30D | +2.9% | +9.6% | -6.7% | +1.6% |
| 3M | -1.2% | +2.3% | -3.5% | -1.7% |
| 6M | +60.9% | -23.9% | +84.8% | +68.1% |
| YTD | +87.5% | -39.8% | +127.3% | +104.4% |
| 1Y | +206.6% | -37.4% | +244.1% | +229.6% |
| All | +395.9% | +52.4% | +343.6% | +330.3% |
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