-18.8%
PYPL vs PEGA
-30.0%
+11.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.8% |
| 7D | +2.7% | +3.3% | -0.6% | +1.8% |
| 30D | -4.9% | +17.7% | -22.6% | -9.1% |
| 3M | +28.9% | +5.8% | +23.1% | +25.9% |
| 6M | +18.2% | -20.3% | +38.5% | +24.0% |
| YTD | -5.0% | -37.1% | +32.1% | +3.3% |
| 1Y | -18.8% | -30.2% | +11.4% | -15.2% |
| All | -18.8% | -30.0% | +11.2% | -15.2% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling