+5,202.6%
REGN vs PEGA
+1,127.6%
+4,075.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | 0.0% |
| 7D | -5.2% | -6.1% | +0.9% | -4.2% |
| 30D | +0.1% | +6.4% | -6.3% | -1.1% |
| 3M | +31.2% | +2.9% | +28.3% | +30.0% |
| 6M | +3.6% | -23.8% | +27.4% | +7.3% |
| YTD | +5.0% | -41.1% | +46.1% | +12.6% |
| 1Y | +45.9% | -38.2% | +84.1% | +54.3% |
| 3Y | -1.9% | +49.8% | -51.7% | -15.0% |
| 5Y | +26.2% | -48.0% | +74.2% | +25.5% |
| 10Y | +112.1% | +173.1% | -61.1% | +51.6% |
| All | +5,202.6% | +1,127.6% | +4,075.0% | +1,676.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling