+1.0%
PEGA vs SARO
-23.7%
+24.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.3% | +2.9% |
| 7D | -5.3% | -4.0% | -1.3% | -3.8% |
| 30D | +8.3% | -16.1% | +24.4% | +15.7% |
| 3M | +8.9% | -4.5% | +13.4% | +8.5% |
| 6M | -19.7% | -17.0% | -2.7% | -15.2% |
| YTD | -39.9% | -17.5% | -22.4% | -36.0% |
| 1Y | -36.4% | -12.3% | -24.1% | -34.5% |
| All | +1.0% | -23.7% | +24.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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