+37.0%
ORLY vs PEGA
+49.1%
-12.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -1.0% | -6.1% | +5.1% | -0.7% |
| 30D | -6.7% | +6.4% | -13.1% | -7.0% |
| 3M | -3.8% | +2.9% | -6.7% | -4.3% |
| 6M | -9.0% | -23.8% | +14.8% | -8.6% |
| YTD | -5.6% | -41.1% | +35.4% | -4.6% |
| 1Y | -19.5% | -38.2% | +18.7% | -18.8% |
| All | +37.0% | +49.1% | -12.1% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling