+4,747.9%
ORCL vs PEGA
+1,209.2%
+3,538.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.2% |
| 7D | +5.3% | +3.3% | +2.0% | +4.7% |
| 30D | +10.0% | +17.7% | -7.8% | +7.1% |
| 3M | -32.6% | +5.8% | -38.4% | -33.6% |
| 6M | +4.9% | -20.3% | +25.2% | +7.9% |
| YTD | -17.8% | -37.1% | +19.4% | -12.5% |
| 1Y | -28.0% | -30.2% | +2.2% | -24.9% |
| 3Y | +36.0% | +48.1% | -12.1% | +23.6% |
| 5Y | +88.7% | -46.8% | +135.5% | +92.5% |
| 10Y | +346.9% | +191.3% | +155.6% | +251.0% |
| All | +4,747.9% | +1,209.2% | +3,538.7% | +2,128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling