+3,429.1%
ORCL vs PEGA
+1,076.4%
+2,352.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -6.6% |
| 7D | -17.5% | -1.6% | -15.9% | -17.3% |
| 30D | -20.2% | -3.0% | -17.2% | -19.9% |
| 3M | -19.9% | +5.8% | -25.8% | -20.9% |
| 6M | -37.4% | -8.8% | -28.6% | -37.0% |
| YTD | -40.1% | -43.5% | +3.4% | -35.5% |
| 1Y | -53.4% | -43.4% | -10.0% | -49.8% |
| 3Y | +10.4% | +48.6% | -38.2% | +0.1% |
| 5Y | +29.8% | -43.3% | +73.1% | +31.0% |
| 10Y | +249.2% | +109.7% | +139.5% | +187.3% |
| All | +3,429.1% | +1,076.4% | +2,352.7% | +1,545.0% |
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