+62.2%
PANW vs PEGA
-44.4%
+106.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -11.8% | -2.9% | -8.9% | -11.0% |
| 30D | -14.4% | -0.5% | -13.9% | -14.4% |
| 3M | -5.0% | +8.5% | -13.5% | -7.3% |
| 6M | +88.6% | -6.3% | +94.8% | +92.2% |
| YTD | +88.9% | -42.2% | +131.1% | +126.9% |
| 1Y | +62.2% | -43.4% | +105.7% | +97.8% |
| All | +62.2% | -44.4% | +106.7% | +97.8% |
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