+29,348.0%
ORLY vs PEGA
+1,154.6%
+28,193.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -2.0% |
| 7D | -2.3% | -2.4% | +0.1% | -2.2% |
| 30D | -8.2% | +9.6% | -17.8% | -8.8% |
| 3M | -3.5% | +2.3% | -5.8% | -3.9% |
| 6M | -9.2% | -23.9% | +14.7% | -7.8% |
| YTD | -5.8% | -39.8% | +33.9% | -3.0% |
| 1Y | -19.3% | -37.4% | +18.1% | -17.3% |
| 3Y | +34.4% | +53.1% | -18.7% | +26.5% |
| 5Y | +117.8% | -47.2% | +165.1% | +117.7% |
| 10Y | +356.9% | +174.3% | +182.6% | +305.6% |
| All | +29,348.0% | +1,154.6% | +28,193.4% | +21,086.7% |
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 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