+460.5%
LRCX vs PEGA
-48.2%
+508.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.0% |
| 7D | +9.5% | -6.1% | +15.7% | +10.8% |
| 30D | +3.1% | +6.4% | -3.3% | +1.5% |
| 3M | -3.4% | +2.9% | -6.3% | -5.3% |
| 6M | +49.7% | -23.8% | +73.5% | +56.4% |
| YTD | +84.9% | -41.1% | +125.9% | +103.8% |
| 1Y | +200.8% | -38.2% | +239.1% | +225.7% |
| 3Y | +385.1% | +49.8% | +335.2% | +287.0% |
| 5Y | +460.5% | -48.0% | +508.5% | +537.1% |
| All | +460.5% | -48.2% | +508.7% | +537.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling