+66.3%
UBER vs PEGA
-5.0%
+71.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -3.0% |
| 7D | +0.5% | -4.6% | +5.1% | +2.1% |
| 30D | -3.1% | -6.8% | +3.7% | -0.8% |
| 3M | -8.3% | +2.6% | -10.8% | -9.9% |
| 6M | -9.5% | -5.4% | -4.1% | -9.3% |
| YTD | -15.4% | -46.0% | +30.6% | +2.8% |
| 1Y | -26.1% | -45.6% | +19.5% | -10.7% |
| 3Y | +34.0% | +43.2% | -9.1% | -9.5% |
| 5Y | +53.2% | -45.3% | +98.5% | +73.1% |
| All | +66.3% | -5.0% | +71.3% | +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 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