-20.7%
ORLY vs PEGA
-37.0%
+16.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -0.8% |
| 7D | -2.1% | -5.3% | +3.2% | -1.8% |
| 30D | -7.6% | +8.3% | -15.9% | -8.1% |
| 3M | -5.5% | +8.9% | -14.4% | -6.6% |
| 6M | -9.7% | -19.7% | +10.0% | -10.9% |
| YTD | -6.2% | -39.9% | +33.7% | -8.8% |
| All | -20.7% | -37.0% | +16.3% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling