+1,248.2%
PANW vs PEGA
+184.6%
+1,063.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.8% |
| 7D | -0.8% | -3.0% | +2.2% | +0.1% |
| 30D | -14.6% | +15.9% | -30.5% | -18.7% |
| 3M | +18.3% | +10.8% | +7.4% | +12.9% |
| 6M | +100.5% | -16.5% | +117.0% | +109.0% |
| YTD | +79.5% | -39.0% | +118.5% | +105.6% |
| 1Y | +66.7% | -37.3% | +104.0% | +87.8% |
| 3Y | +161.2% | +59.2% | +102.1% | +98.1% |
| 5Y | +322.2% | -44.9% | +367.1% | +364.2% |
| All | +1,248.2% | +184.6% | +1,063.6% | +837.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling