+9.3%
SONY vs PEGA
-48.2%
+57.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | -4.9% | -6.1% | +1.2% | -4.0% |
| 30D | -1.6% | +6.4% | -8.0% | -2.7% |
| 3M | +10.0% | +2.9% | +7.1% | +8.9% |
| 6M | +8.4% | -23.8% | +32.3% | +12.0% |
| YTD | -8.4% | -41.1% | +32.6% | -2.2% |
| 1Y | -18.4% | -38.2% | +19.9% | -13.8% |
| 3Y | +41.0% | +49.8% | -8.9% | +22.7% |
| 5Y | +9.3% | -48.0% | +57.3% | +15.0% |
| All | +9.3% | -48.2% | +57.5% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling