+71.0%
UBER vs PEGA
+3.8%
+67.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.0% |
| 7D | -7.0% | -6.1% | -0.9% | -4.7% |
| 30D | -8.9% | +6.4% | -15.3% | -11.3% |
| 3M | +1.0% | +2.9% | -1.9% | -1.2% |
| 6M | -3.7% | -23.8% | +20.1% | +4.7% |
| YTD | -13.0% | -41.1% | +28.1% | +2.9% |
| 1Y | -25.5% | -38.2% | +12.7% | -14.6% |
| 3Y | +50.5% | +49.8% | +0.6% | +0.8% |
| 5Y | +76.2% | -48.0% | +124.2% | +114.0% |
| All | +71.0% | +3.8% | +67.2% | +7.4% |
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