-2.7%
SBUX vs PEGA
-47.9%
+45.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.8% |
| 7D | -3.9% | -2.4% | -1.5% | -3.6% |
| 30D | -2.8% | +9.6% | -12.5% | -4.1% |
| 3M | +8.2% | +2.3% | +5.9% | +7.3% |
| 6M | +4.3% | -23.9% | +28.1% | +7.3% |
| YTD | +23.3% | -39.8% | +63.1% | +30.7% |
| 1Y | +24.3% | -37.4% | +61.7% | +30.3% |
| 3Y | +15.5% | +53.1% | -37.7% | -1.3% |
| 5Y | -2.7% | -47.2% | +44.5% | +2.4% |
| All | -2.7% | -47.9% | +45.2% | +2.4% |
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 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