+607.2%
PFE vs PEGA
+1,209.2%
-602.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.2% |
| 7D | +1.8% | +3.3% | -1.5% | +1.5% |
| 30D | +10.2% | +17.7% | -7.5% | +9.0% |
| 3M | +12.7% | +5.8% | +6.9% | +12.0% |
| 6M | +10.5% | -20.3% | +30.8% | +11.8% |
| YTD | +20.2% | -37.1% | +57.3% | +23.1% |
| 1Y | +24.1% | -30.2% | +54.3% | +25.9% |
| 3Y | -3.6% | +48.1% | -51.7% | -8.5% |
| 5Y | -20.9% | -46.8% | +25.9% | -21.1% |
| 10Y | +35.8% | +191.3% | -155.5% | +19.7% |
| All | +607.2% | +1,209.2% | -602.0% | +393.8% |
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