+47.2%
PYPL vs PEGA
+99.2%
-52.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +3.0% |
| 7D | +2.2% | -10.0% | +12.1% | +6.5% |
| 30D | +8.1% | -12.7% | +20.8% | +13.8% |
| 3M | +1.9% | -4.6% | +6.5% | +2.7% |
| 6M | +33.1% | -13.1% | +46.2% | +37.4% |
| YTD | +3.8% | -47.6% | +51.3% | +30.1% |
| 1Y | -8.3% | -47.0% | +38.7% | +14.1% |
| 3Y | +11.9% | +42.0% | -30.1% | -23.4% |
| 5Y | -70.4% | -47.8% | -22.6% | -67.1% |
| 10Y | +47.2% | +92.0% | -44.8% | -1.3% |
| All | +47.2% | +99.2% | -52.0% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling