+36.9%
PYPL vs PEGA
+175.4%
-138.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +0.9% | -1.5% |
| 7D | +1.7% | -2.4% | +4.1% | +2.8% |
| 30D | -9.7% | +9.6% | -19.4% | -13.4% |
| 3M | +29.2% | +2.3% | +26.9% | +26.0% |
| 6M | +13.9% | -23.9% | +37.8% | +24.5% |
| YTD | -8.1% | -39.8% | +31.7% | +9.4% |
| 1Y | -21.4% | -37.4% | +16.0% | -8.9% |
| 3Y | -11.8% | +53.1% | -65.0% | -40.3% |
| 5Y | -81.1% | -47.2% | -33.9% | -78.7% |
| 10Y | +36.9% | +174.3% | -137.4% | -15.0% |
| All | +36.9% | +175.4% | -138.4% | -15.0% |
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