+277.8%
ORCL vs PEGA
+94.5%
+183.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.3% | +8.9% |
| 7D | +3.8% | -8.6% | +12.4% | +6.0% |
| 30D | -6.6% | -10.1% | +3.5% | -4.3% |
| 3M | -11.4% | -4.7% | -6.7% | -11.1% |
| 6M | -33.3% | -8.0% | -25.3% | -32.9% |
| YTD | -33.3% | -47.1% | +13.9% | -23.9% |
| 1Y | -44.9% | -47.5% | +2.6% | -37.1% |
| 3Y | +17.6% | +40.2% | -22.6% | +1.2% |
| 5Y | +46.1% | -45.7% | +91.8% | +56.7% |
| 10Y | +277.8% | +85.1% | +192.7% | +172.3% |
| All | +277.8% | +94.5% | +183.3% | +172.3% |
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