+371.8%
SONY vs PEGA
+1,209.2%
-837.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -1.2% | +3.3% | -4.5% | -1.5% |
| 30D | +9.4% | +17.7% | -8.3% | +7.5% |
| 3M | +10.5% | +5.8% | +4.7% | +9.5% |
| 6M | +11.7% | -20.3% | +31.9% | +13.7% |
| YTD | -4.1% | -37.1% | +33.1% | -0.3% |
| 1Y | -11.8% | -30.2% | +18.4% | -9.5% |
| 3Y | +45.9% | +48.1% | -2.2% | +35.2% |
| 5Y | +16.3% | -46.8% | +63.1% | +16.9% |
| 10Y | +297.6% | +191.3% | +106.3% | +238.5% |
| All | +371.8% | +1,209.2% | -837.5% | +211.5% |
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