+3,705.5%
PANW vs PEGA
+411.9%
+3,293.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +2.5% |
| 7D | -6.9% | -2.4% | -4.5% | -6.3% |
| 30D | -7.4% | +9.6% | -17.0% | -10.3% |
| 3M | +26.5% | +2.3% | +24.2% | +23.9% |
| 6M | +104.2% | -23.9% | +128.1% | +119.4% |
| YTD | +82.9% | -39.8% | +122.7% | +110.4% |
| 1Y | +70.7% | -37.4% | +108.1% | +92.4% |
| 3Y | +170.9% | +53.1% | +117.8% | +109.1% |
| 5Y | +334.1% | -47.2% | +381.4% | +368.9% |
| 10Y | +1,275.6% | +174.3% | +1,101.3% | +708.5% |
| All | +3,705.5% | +411.9% | +3,293.6% | +1,714.8% |
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 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