+361.0%
ORLY vs PEGA
+184.6%
+176.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -2.4% | -3.0% | +0.6% | -2.0% |
| 30D | -6.8% | +15.9% | -22.7% | -8.8% |
| 3M | -4.8% | +10.8% | -15.6% | -6.5% |
| 6M | -9.1% | -16.5% | +7.4% | -7.6% |
| YTD | -5.9% | -39.0% | +33.1% | -0.7% |
| 1Y | -20.4% | -37.3% | +16.9% | -16.7% |
| 3Y | +36.6% | +59.2% | -22.6% | +16.4% |
| 5Y | +117.3% | -44.9% | +162.2% | +129.4% |
| All | +361.0% | +184.6% | +176.4% | +234.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling