+38.0%
UBER vs PEGA
+42.2%
-4.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.9% | +7.7% | +4.5% |
| 7D | +6.7% | -10.0% | +16.7% | +8.8% |
| 30D | -0.5% | -12.7% | +12.2% | +2.1% |
| 3M | -5.1% | -4.6% | -0.5% | -4.5% |
| 6M | -5.7% | -13.1% | +7.4% | -3.9% |
| YTD | -12.9% | -47.6% | +34.7% | -3.8% |
| 1Y | -22.6% | -47.0% | +24.4% | -14.8% |
| All | +38.0% | +42.2% | -4.2% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling