-2.7%
NFLX vs PEGA
-45.3%
+42.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.4% |
| 7D | +2.1% | -4.5% | +6.7% | +3.4% |
| 30D | -9.0% | -5.7% | -3.3% | -7.7% |
| 3M | -14.0% | +2.7% | -16.6% | -14.7% |
| 6M | -28.2% | -10.5% | -17.6% | -26.8% |
| YTD | -32.4% | -45.4% | +13.1% | -22.6% |
| 1Y | -42.2% | -44.7% | +2.5% | -34.3% |
| 3Y | +45.9% | +45.7% | +0.2% | +8.1% |
| All | -2.7% | -45.3% | +42.6% | +6.3% |
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