-8.3%
PYPL vs PEGA
-47.6%
+39.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +2.4% |
| 7D | +2.2% | -10.0% | +12.1% | +5.1% |
| 30D | +8.1% | -12.7% | +20.8% | +11.9% |
| 3M | +1.9% | -4.6% | +6.5% | +2.4% |
| 6M | +33.1% | -13.1% | +46.2% | +36.5% |
| YTD | +3.8% | -47.6% | +51.3% | +22.6% |
| All | -8.3% | -47.6% | +39.2% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling