-1.0%
PEGA vs SARO
-21.9%
+20.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.8% |
| 7D | -6.1% | +0.6% | -6.8% | -6.3% |
| 30D | +6.4% | -14.5% | +20.9% | +12.9% |
| 3M | +2.9% | -5.3% | +8.2% | +3.2% |
| 6M | -23.8% | -15.3% | -8.6% | -20.1% |
| YTD | -41.1% | -15.6% | -25.5% | -37.7% |
| 1Y | -38.2% | -9.1% | -29.1% | -37.3% |
| All | -1.0% | -21.9% | +20.9% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling