-49.6%
ORCL vs PEGA
-47.6%
-2.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +4.3% |
| 7D | +0.5% | -10.0% | +10.5% | +3.5% |
| 30D | -15.3% | -12.7% | -2.6% | -12.1% |
| 3M | -18.2% | -4.6% | -13.6% | -18.2% |
| 6M | -38.4% | -13.1% | -25.3% | -35.9% |
| YTD | -37.7% | -47.6% | +9.9% | -23.5% |
| All | -49.6% | -47.6% | -2.0% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling