+4,604.6%
UNP vs PEGA
+1,005.9%
+3,598.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -0.9% | -8.2% | +7.3% | -0.3% |
| 30D | +8.0% | -11.6% | +19.6% | +9.0% |
| 3M | +3.3% | -4.2% | +7.5% | +3.5% |
| 6M | +14.7% | -12.0% | +26.7% | +15.3% |
| YTD | +31.9% | -46.9% | +78.8% | +37.3% |
| 1Y | +37.1% | -47.0% | +84.1% | +42.6% |
| 3Y | +51.9% | +40.9% | +11.0% | +42.9% |
| 5Y | +39.3% | -45.4% | +84.7% | +38.6% |
| 10Y | +284.1% | +95.9% | +188.2% | +246.3% |
| All | +4,604.6% | +1,005.9% | +3,598.7% | +3,352.9% |
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