+10.3%
SBUX vs PEGA
+46.3%
-36.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +14.1% | -4.1% | +18.3% | +14.4% |
| 3M | -1.4% | -2.8% | +1.4% | -1.3% |
| 6M | +1.6% | -0.4% | +2.1% | +1.3% |
| YTD | +28.7% | -45.4% | +74.1% | +33.2% |
| 1Y | +26.3% | -42.6% | +68.9% | +30.1% |
| 3Y | +10.3% | +45.4% | -35.1% | +6.3% |
| All | +10.3% | +46.3% | -36.0% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling