+9,734.2%
SBUX vs PEGA
+1,001.0%
+8,733.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +0.2% | -8.6% | +8.8% | +1.2% |
| 30D | +19.1% | -10.1% | +29.2% | +20.4% |
| 3M | +3.6% | -4.7% | +8.4% | +3.9% |
| 6M | +5.1% | -8.0% | +13.1% | +5.4% |
| YTD | +32.9% | -47.1% | +80.0% | +40.9% |
| 1Y | +30.4% | -47.5% | +77.9% | +38.2% |
| 3Y | +13.0% | +40.2% | -27.3% | +3.5% |
| 5Y | +10.5% | -45.7% | +56.3% | +10.4% |
| 10Y | +152.8% | +85.1% | +67.7% | +119.9% |
| All | +9,734.2% | +1,001.0% | +8,733.2% | +5,278.9% |
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