+49,631.6%
LRCX vs PEGA
+1,209.2%
+48,422.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.3% |
| 7D | +1.9% | +3.3% | -1.4% | +1.2% |
| 30D | +0.1% | +17.7% | -17.7% | -3.4% |
| 3M | -8.5% | +5.8% | -14.3% | -11.0% |
| 6M | +38.1% | -20.3% | +58.3% | +41.1% |
| YTD | +80.1% | -37.1% | +117.2% | +91.1% |
| 1Y | +208.1% | -30.2% | +238.3% | +218.8% |
| 3Y | +350.2% | +48.1% | +302.1% | +284.1% |
| 5Y | +430.7% | -46.8% | +477.5% | +437.2% |
| 10Y | +3,633.2% | +191.3% | +3,441.9% | +2,689.8% |
| All | +49,631.6% | +1,209.2% | +48,422.3% | +17,698.5% |
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