-47.2%
PEGA vs SBAC
-43.9%
-3.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +9.6% | +3.2% | +6.4% | +8.4% |
| 3M | +2.3% | -5.1% | +7.4% | +3.9% |
| 6M | -23.9% | -2.1% | -21.8% | -24.4% |
| YTD | -39.8% | -0.5% | -39.3% | -40.8% |
| 1Y | -37.4% | +1.1% | -38.5% | -39.0% |
| 3Y | +53.1% | -7.4% | +60.6% | +46.5% |
| 5Y | -47.2% | -44.3% | -2.9% | -33.6% |
| All | -47.2% | -43.9% | -3.3% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling