+67.6%
UBER vs PEGA
-3.9%
+71.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | +0.6% | -4.1% | +4.7% | +1.8% |
| 3M | -8.2% | -2.8% | -5.3% | -7.9% |
| 6M | -6.7% | -0.4% | -6.3% | -8.3% |
| YTD | -14.7% | -45.4% | +30.7% | +3.2% |
| 1Y | -24.1% | -42.6% | +18.6% | -10.2% |
| 3Y | +33.4% | +45.4% | -12.0% | -10.4% |
| 5Y | +54.5% | -44.6% | +99.0% | +73.8% |
| All | +67.6% | -3.9% | +71.5% | +7.8% |
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