+251.6%
ORCL vs PEGA
+99.2%
+152.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +4.1% |
| 7D | +0.5% | -10.0% | +10.5% | +3.0% |
| 30D | -15.3% | -12.7% | -2.6% | -12.6% |
| 3M | -18.2% | -4.6% | -13.6% | -17.9% |
| 6M | -38.4% | -13.1% | -25.3% | -37.2% |
| YTD | -37.7% | -47.6% | +9.9% | -28.8% |
| 1Y | -49.3% | -47.0% | -2.2% | -42.2% |
| 3Y | +10.6% | +42.0% | -31.4% | -5.1% |
| 5Y | +35.5% | -47.8% | +83.3% | +47.1% |
| 10Y | +251.6% | +92.0% | +159.6% | +158.7% |
| All | +251.6% | +99.2% | +152.4% | +158.7% |
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 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