+561.0%
ROKU vs PEGA
+28.4%
+532.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +2.4% |
| 7D | -0.1% | -2.4% | +2.3% | +1.3% |
| 30D | +1.5% | +9.6% | -8.2% | -4.9% |
| 3M | +25.7% | +2.3% | +23.4% | +19.9% |
| 6M | +54.5% | -23.9% | +78.4% | +74.4% |
| YTD | +43.2% | -39.8% | +83.0% | +83.3% |
| 1Y | +56.3% | -37.4% | +93.7% | +91.3% |
| 3Y | +86.1% | +53.1% | +33.0% | +2.4% |
| 5Y | -53.6% | -47.2% | -6.3% | -43.9% |
| All | +561.0% | +28.4% | +532.6% | +268.1% |
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