+42.0%
PEGA vs SBAC
-8.2%
+50.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.0% |
| 7D | -10.0% | +3.0% | -12.9% | -10.3% |
| 30D | -12.7% | +4.3% | -17.0% | -13.2% |
| 3M | -4.6% | +4.1% | -8.7% | -5.2% |
| 6M | -13.1% | -11.6% | -1.5% | -12.4% |
| YTD | -47.6% | +0.4% | -47.9% | -47.9% |
| 1Y | -47.0% | -1.1% | -45.9% | -47.3% |
| 3Y | +42.0% | -7.3% | +49.3% | +41.2% |
| All | +42.0% | -8.2% | +50.2% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling