+52,774.0%
NFLX vs PEGA
+1,177.6%
+51,596.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -0.3% | -8.2% | +8.0% | +1.9% |
| 30D | -10.0% | -11.6% | +1.5% | -7.2% |
| 3M | -17.1% | -4.2% | -12.9% | -16.4% |
| 6M | -27.7% | -12.0% | -15.7% | -26.1% |
| YTD | -32.5% | -46.9% | +14.4% | -22.7% |
| 1Y | -43.5% | -47.0% | +3.5% | -35.5% |
| 3Y | +41.4% | +40.9% | +0.6% | +15.9% |
| 5Y | -2.2% | -45.4% | +43.2% | -0.9% |
| 10Y | +448.1% | +95.9% | +352.2% | +303.7% |
| All | +52,774.0% | +1,177.6% | +51,596.3% | +19,640.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling