+91.4%
ORCL vs PEGA
-46.5%
+137.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.3% |
| 7D | +5.3% | +3.3% | +2.0% | +4.6% |
| 30D | +10.0% | +17.7% | -7.8% | +6.1% |
| 3M | -32.6% | +5.8% | -38.4% | -33.9% |
| 6M | +4.9% | -20.3% | +25.2% | +8.9% |
| YTD | -17.8% | -37.1% | +19.4% | -11.2% |
| 1Y | -28.0% | -30.2% | +2.2% | -24.0% |
| 3Y | +36.0% | +48.1% | -12.1% | +22.9% |
| All | +91.4% | -46.5% | +137.9% | +108.4% |
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