+34.5%
ORCL vs PEGA
-46.7%
+81.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -6.5% | -8.2% | +1.7% | -4.9% |
| 30D | -16.6% | -11.6% | -5.0% | -14.6% |
| 3M | -21.6% | -4.2% | -17.5% | -21.4% |
| 6M | -39.4% | -12.0% | -27.4% | -38.4% |
| YTD | -38.7% | -46.9% | +8.2% | -31.7% |
| 1Y | -50.4% | -47.0% | -3.4% | -44.7% |
| 3Y | +8.1% | +40.9% | -32.8% | -1.2% |
| 5Y | +34.5% | -45.4% | +79.9% | +43.4% |
| All | +34.5% | -46.7% | +81.2% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling