+687.9%
NFLX vs PEGA
+170.9%
+517.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | -8.1% | -6.1% | -2.0% | -6.2% |
| 30D | -0.3% | +6.4% | -6.7% | -2.4% |
| 3M | -6.6% | +2.9% | -9.5% | -8.4% |
| 6M | -22.7% | -23.8% | +1.2% | -17.2% |
| YTD | -18.9% | -41.1% | +22.2% | -6.7% |
| 1Y | -39.8% | -38.2% | -1.6% | -33.1% |
| 3Y | +71.7% | +49.8% | +21.9% | +22.6% |
| 5Y | +27.2% | -48.0% | +75.3% | +36.1% |
| 10Y | +687.9% | +173.1% | +514.7% | +350.9% |
| All | +687.9% | +170.9% | +517.0% | +350.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling