+31,508.0%
ORLY vs PEGA
+1,037.5%
+30,470.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +6.3% | -4.1% | +10.5% | +6.7% |
| 3M | -0.4% | -2.8% | +2.4% | -0.3% |
| 6M | +2.8% | -0.4% | +3.2% | +2.5% |
| YTD | +1.1% | -45.4% | +46.5% | +4.8% |
| 1Y | -6.3% | -42.6% | +36.4% | -3.2% |
| 3Y | +38.9% | +45.4% | -6.6% | +31.1% |
| 5Y | +113.1% | -44.6% | +157.7% | +112.1% |
| 10Y | +426.2% | +91.2% | +335.0% | +378.3% |
| All | +31,508.0% | +1,037.5% | +30,470.5% | +22,792.4% |
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