-5.4%
REGN vs PEGA
+54.2%
-59.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -1.5% |
| 7D | -5.6% | -3.0% | -2.6% | -5.5% |
| 30D | -2.0% | +15.9% | -17.8% | -2.6% |
| 3M | +28.0% | +10.8% | +17.1% | +27.1% |
| 6M | +1.2% | -16.5% | +17.7% | +1.3% |
| YTD | +1.6% | -39.0% | +40.7% | +2.9% |
| 1Y | +38.2% | -37.3% | +75.5% | +39.6% |
| 3Y | -5.4% | +59.2% | -64.5% | -7.8% |
| All | -5.4% | +54.2% | -59.6% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling