+39.9%
SONY vs PEGA
+52.4%
-12.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.2% | 0.0% | -3.7% |
| 7D | -5.2% | -2.4% | -2.8% | -4.9% |
| 30D | +0.3% | +9.6% | -9.3% | -0.9% |
| 3M | +6.2% | +2.3% | +3.9% | +5.4% |
| 6M | +9.5% | -23.9% | +33.4% | +12.1% |
| YTD | -8.1% | -39.8% | +31.7% | -4.0% |
| 1Y | -17.9% | -37.4% | +19.5% | -14.9% |
| All | +39.9% | +52.4% | -12.5% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling