+9,249.1%
SBUX vs PEGA
+1,209.2%
+8,039.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -3.1% | +3.3% | -6.4% | -3.5% |
| 30D | -0.9% | +17.7% | -18.6% | -2.9% |
| 3M | +11.6% | +5.8% | +5.8% | +10.4% |
| 6M | +8.8% | -20.3% | +29.0% | +10.7% |
| YTD | +26.3% | -37.1% | +63.5% | +31.5% |
| 1Y | +23.1% | -30.2% | +53.3% | +26.1% |
| 3Y | +15.0% | +48.1% | -33.2% | +4.8% |
| 5Y | +0.4% | -46.8% | +47.2% | +0.5% |
| 10Y | +130.7% | +191.3% | -60.6% | +91.2% |
| All | +9,249.1% | +1,209.2% | +8,039.9% | +4,919.9% |
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