+1,046.2%
PLTR vs PEGA
+49.4%
+996.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -6.4% | +3.3% | -9.7% | -7.7% |
| 30D | +10.0% | +17.7% | -7.7% | +2.9% |
| 3M | +23.0% | +5.8% | +17.2% | +19.3% |
| 6M | +13.8% | -20.3% | +34.1% | +22.5% |
| YTD | -1.9% | -37.1% | +35.2% | +14.7% |
| 1Y | +11.6% | -30.2% | +41.9% | +24.3% |
| All | +1,046.2% | +49.4% | +996.8% | +910.7% |
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