+173.1%
PEGA vs SBAC
+78.4%
+94.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.7% |
| 7D | -6.1% | +0.2% | -6.3% | -6.2% |
| 30D | +6.4% | +3.9% | +2.5% | +4.8% |
| 3M | +2.9% | -8.2% | +11.1% | +6.2% |
| 6M | -23.8% | -2.8% | -21.0% | -24.4% |
| YTD | -41.1% | -1.5% | -39.5% | -42.1% |
| 1Y | -38.2% | 0.0% | -38.2% | -39.9% |
| 3Y | +49.8% | -8.4% | +58.2% | +44.7% |
| 5Y | -48.0% | -43.5% | -4.5% | -36.0% |
| 10Y | +173.1% | +86.9% | +86.2% | +125.1% |
| All | +173.1% | +78.4% | +94.8% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling