+76.2%
UBER vs PEGA
-48.2%
+124.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.2% |
| 7D | -7.0% | -6.1% | -0.9% | -5.3% |
| 30D | -8.9% | +6.4% | -15.3% | -10.7% |
| 3M | +1.0% | +2.9% | -1.9% | -0.6% |
| 6M | -3.7% | -23.8% | +20.1% | +2.6% |
| YTD | -13.0% | -41.1% | +28.1% | -1.2% |
| 1Y | -25.5% | -38.2% | +12.7% | -17.2% |
| 3Y | +50.5% | +49.8% | +0.6% | +12.6% |
| 5Y | +76.2% | -48.0% | +124.2% | +112.8% |
| All | +76.2% | -48.2% | +124.4% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling