+65,302.9%
NFLX vs PEGA
+1,412.5%
+63,890.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.4% | -5.1% |
| 7D | -4.2% | +3.3% | -7.5% | -5.0% |
| 30D | +5.5% | +17.7% | -12.3% | +1.1% |
| 3M | -4.1% | +5.8% | -9.9% | -6.1% |
| 6M | -20.7% | -20.3% | -0.4% | -17.2% |
| YTD | -16.5% | -37.1% | +20.6% | -8.3% |
| 1Y | -37.8% | -30.2% | -7.6% | -34.3% |
| 3Y | +77.9% | +48.1% | +29.8% | +44.1% |
| 5Y | +32.5% | -46.8% | +79.3% | +35.2% |
| 10Y | +703.6% | +191.3% | +512.2% | +438.6% |
| All | +65,302.9% | +1,412.5% | +63,890.4% | +23,325.9% |
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 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