-53.1%
ROKU vs PEGA
-47.2%
-5.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.3% |
| 7D | -2.6% | -5.3% | +2.7% | +0.3% |
| 30D | +2.1% | +8.3% | -6.2% | -3.1% |
| 3M | +31.8% | +8.9% | +22.9% | +21.9% |
| 6M | +53.3% | -19.7% | +73.0% | +67.0% |
| YTD | +42.1% | -39.9% | +82.0% | +80.1% |
| 1Y | +62.3% | -36.4% | +98.7% | +95.1% |
| 3Y | +84.6% | +52.8% | +31.8% | +2.9% |
| 5Y | -53.1% | -45.7% | -7.4% | -37.6% |
| All | -53.1% | -47.2% | -5.9% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling