+420.0%
SONY vs PEGA
+1,037.5%
-617.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +11.1% | -4.1% | +15.3% | +11.5% |
| 3M | +14.7% | -2.8% | +17.5% | +14.8% |
| 6M | +18.8% | -0.4% | +19.2% | +18.3% |
| YTD | +5.7% | -45.4% | +51.1% | +11.4% |
| 1Y | -8.1% | -42.6% | +34.6% | -3.7% |
| 3Y | +64.0% | +45.4% | +18.6% | +52.2% |
| 5Y | +12.6% | -44.6% | +57.2% | +12.8% |
| 10Y | +373.8% | +91.2% | +282.6% | +319.5% |
| All | +420.0% | +1,037.5% | -617.5% | +248.2% |
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 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