+26.7%
NFLX vs PEGA
-47.9%
+74.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -0.8% |
| 7D | -5.0% | -2.4% | -2.6% | -4.4% |
| 30D | +3.5% | +9.6% | -6.1% | +1.0% |
| 3M | -7.1% | +2.3% | -9.4% | -8.4% |
| 6M | -22.5% | -23.9% | +1.4% | -18.0% |
| YTD | -18.1% | -39.8% | +21.6% | -8.6% |
| 1Y | -38.3% | -37.4% | -0.9% | -32.8% |
| 3Y | +73.4% | +53.1% | +20.2% | +27.8% |
| 5Y | +26.7% | -47.2% | +73.9% | +40.8% |
| All | +26.7% | -47.9% | +74.6% | +40.8% |
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