+60.2%
ROKU vs PEGA
-30.0%
+90.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | -1.3% | +3.3% | -4.6% | -2.1% |
| 30D | +5.9% | +17.7% | -11.9% | +1.6% |
| 3M | +23.9% | +5.8% | +18.1% | +21.9% |
| 6M | +59.6% | -20.3% | +79.8% | +70.2% |
| YTD | +43.4% | -37.1% | +80.6% | +61.7% |
| 1Y | +60.2% | -30.2% | +90.4% | +75.7% |
| All | +60.2% | -30.0% | +90.2% | +75.7% |
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