+3,457.9%
ORCL vs PEGA
+1,035.4%
+2,422.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.4% |
| 7D | -11.2% | -4.5% | -6.6% | -10.5% |
| 30D | -18.8% | -5.7% | -13.2% | -18.2% |
| 3M | -18.8% | +2.6% | -21.3% | -19.4% |
| 6M | -39.7% | -10.6% | -29.1% | -39.2% |
| YTD | -39.6% | -45.5% | +5.8% | -34.6% |
| 1Y | -51.7% | -44.8% | -7.0% | -47.8% |
| 3Y | +10.2% | +45.5% | -35.3% | +0.2% |
| 5Y | +30.8% | -45.3% | +76.1% | +32.8% |
| 10Y | +252.1% | +102.4% | +149.7% | +191.2% |
| All | +3,457.9% | +1,035.4% | +2,422.5% | +1,567.3% |
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 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