+640.5%
PFE vs PEGA
+1,005.9%
-365.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.4% |
| 7D | -0.7% | -8.2% | +7.5% | -0.1% |
| 30D | +5.3% | -11.6% | +16.9% | +6.2% |
| 3M | +10.1% | -4.2% | +14.3% | +10.3% |
| 6M | +18.0% | -12.0% | +30.0% | +18.6% |
| YTD | +25.8% | -46.9% | +72.7% | +30.2% |
| 1Y | +28.4% | -47.0% | +75.4% | +32.9% |
| 3Y | +20.9% | +40.9% | -20.0% | +15.1% |
| 5Y | -21.5% | -45.4% | +23.9% | -21.9% |
| 10Y | +46.2% | +95.9% | -49.7% | +32.1% |
| All | +640.5% | +1,005.9% | -365.4% | +422.4% |
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