+559.3%
ROKU vs PEGA
+30.0%
+529.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | -0.4% |
| 7D | -0.4% | -3.0% | +2.6% | +1.3% |
| 30D | +2.1% | +15.9% | -13.8% | -7.4% |
| 3M | +29.5% | +10.8% | +18.6% | +17.5% |
| 6M | +53.8% | -16.5% | +70.3% | +63.9% |
| YTD | +42.8% | -39.0% | +81.8% | +81.4% |
| 1Y | +60.7% | -37.3% | +98.0% | +96.6% |
| 3Y | +83.9% | +59.2% | +24.7% | -1.6% |
| 5Y | -52.8% | -44.9% | -7.9% | -44.7% |
| All | +559.3% | +30.0% | +529.3% | +264.4% |
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 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