+765.0%
PLTR vs PEGA
+43.4%
+721.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +4.9% |
| 7D | -12.9% | -4.5% | -8.4% | -11.3% |
| 30D | -17.4% | -5.7% | -11.7% | -15.7% |
| 3M | +2.9% | +2.6% | +0.3% | +1.3% |
| 6M | +19.9% | -10.6% | +30.5% | +23.8% |
| YTD | -9.8% | -45.5% | +35.7% | +10.7% |
| 1Y | -8.4% | -44.8% | +36.4% | +12.0% |
| 3Y | +765.0% | +45.5% | +719.5% | +577.2% |
| All | +765.0% | +43.4% | +721.6% | +577.2% |
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