+280.4%
SONY vs PEGA
+180.6%
+99.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.6% | -0.1% |
| 7D | -5.8% | -5.3% | -0.5% | -4.7% |
| 30D | -0.4% | +8.3% | -8.7% | -2.2% |
| 3M | +13.3% | +8.9% | +4.4% | +10.5% |
| 6M | +8.5% | -19.7% | +28.2% | +12.3% |
| YTD | -8.1% | -39.9% | +31.8% | +0.3% |
| 1Y | -17.9% | -36.4% | +18.5% | -12.0% |
| 3Y | +41.4% | +52.8% | -11.4% | +15.2% |
| 5Y | +9.3% | -45.7% | +54.9% | +15.2% |
| All | +280.4% | +180.6% | +99.9% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling