+79.1%
META vs PEGA
-43.7%
+122.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.3% |
| 7D | -3.1% | -1.6% | -1.5% | -2.7% |
| 30D | -18.1% | -3.0% | -15.1% | -17.7% |
| 3M | +2.9% | +5.8% | -3.0% | +0.5% |
| 6M | +0.2% | -8.8% | +9.0% | +1.0% |
| YTD | -8.1% | -43.5% | +35.4% | +4.7% |
| 1Y | -4.5% | -43.4% | +38.9% | +8.4% |
| 3Y | +94.2% | +48.6% | +45.6% | +45.9% |
| 5Y | +79.1% | -43.3% | +122.4% | +109.5% |
| All | +79.1% | -43.7% | +122.7% | +109.5% |
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 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