+19.9%
PLTR vs PEGA
-12.1%
+32.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +5.3% |
| 7D | -12.9% | -4.5% | -8.4% | -10.7% |
| 30D | -17.4% | -5.7% | -11.7% | -15.2% |
| 3M | +2.9% | +2.6% | +0.3% | -0.5% |
| 6M | +19.9% | -10.6% | +30.5% | +30.6% |
| All | +19.9% | -12.1% | +32.0% | +30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling