+167.4%
PANW vs PEGA
+52.0%
+115.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.5% |
| 7D | +2.0% | -5.3% | +7.3% | +3.3% |
| 30D | -11.8% | +8.3% | -20.1% | -13.6% |
| 3M | +28.6% | +8.9% | +19.7% | +24.9% |
| 6M | +104.4% | -19.7% | +124.2% | +113.2% |
| YTD | +83.8% | -39.9% | +123.7% | +103.8% |
| 1Y | +71.5% | -36.4% | +107.9% | +86.9% |
| All | +167.4% | +52.0% | +115.4% | +161.2% |
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