+9,498.8%
SBUX vs PEGA
+1,023.8%
+8,475.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.6% |
| 7D | +1.0% | -4.6% | +5.6% | +1.5% |
| 30D | +16.6% | -6.8% | +23.4% | +17.4% |
| 3M | -0.6% | +2.6% | -3.1% | -1.1% |
| 6M | +1.8% | -5.4% | +7.2% | +1.7% |
| YTD | +29.7% | -46.0% | +75.7% | +37.2% |
| 1Y | +26.1% | -45.6% | +71.7% | +33.1% |
| 3Y | +10.3% | +43.2% | -32.9% | +0.8% |
| 5Y | +7.6% | -45.3% | +52.9% | +7.4% |
| 10Y | +146.7% | +88.9% | +57.8% | +114.1% |
| All | +9,498.8% | +1,023.8% | +8,475.0% | +5,137.3% |
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 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