+293.9%
LRCX vs PEGA
-45.0%
+338.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.3% |
| 7D | +26.2% | -4.6% | +30.8% | +27.1% |
| 30D | -22.4% | -6.8% | -15.6% | -21.6% |
| 3M | -28.2% | +2.6% | -30.8% | -29.3% |
| 6M | -19.0% | -5.4% | -13.7% | -20.1% |
| YTD | +37.0% | -46.0% | +83.0% | +52.3% |
| 1Y | +45.5% | -45.6% | +91.1% | +61.5% |
| 3Y | +249.7% | +43.2% | +206.5% | +179.1% |
| 5Y | +293.9% | -45.3% | +339.1% | +303.4% |
| All | +293.9% | -45.0% | +338.8% | +303.4% |
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