+37,730.6%
LRCX vs PEGA
+1,023.8%
+36,706.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.3% |
| 7D | +26.2% | -4.6% | +30.8% | +27.2% |
| 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% | -20.3% |
| YTD | +37.0% | -46.0% | +83.0% | +48.8% |
| 1Y | +45.5% | -45.6% | +91.1% | +57.8% |
| 3Y | +249.7% | +43.2% | +206.5% | +198.2% |
| 5Y | +293.9% | -45.3% | +339.1% | +293.5% |
| 10Y | +2,639.6% | +88.9% | +2,550.7% | +2,105.8% |
| All | +37,730.6% | +1,023.8% | +36,706.8% | +13,753.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling