+76.6%
NFLX vs PEGA
+55.9%
+20.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.4% | -5.2% |
| 7D | -4.2% | +3.3% | -7.5% | -4.7% |
| 30D | +5.5% | +17.7% | -12.3% | +3.0% |
| 3M | -4.1% | +5.8% | -9.9% | -5.3% |
| 6M | -20.7% | -20.3% | -0.4% | -19.1% |
| YTD | -16.5% | -37.1% | +20.6% | -12.6% |
| 1Y | -37.8% | -30.2% | -7.6% | -36.2% |
| All | +76.6% | +55.9% | +20.7% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling