+270.3%
ORCL vs PEGA
+97.3%
+172.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | +8.0% | +0.1% | +7.9% | +7.9% |
| 30D | -4.0% | -4.1% | +0.2% | -3.2% |
| 3M | -19.5% | -2.8% | -16.6% | -19.4% |
| 6M | -33.5% | -0.4% | -33.0% | -34.3% |
| YTD | -34.8% | -45.4% | +10.6% | -26.3% |
| 1Y | -41.6% | -42.6% | +1.0% | -34.7% |
| 3Y | +13.8% | +45.4% | -31.6% | -3.0% |
| 5Y | +43.4% | -44.6% | +88.0% | +53.2% |
| All | +270.3% | +97.3% | +172.9% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling