+1,978.1%
PEGA vs SBAC
+2,208.1%
-230.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +3.3% | -0.8% | +4.1% | +3.4% |
| 30D | +17.7% | +6.9% | +10.8% | +16.4% |
| 3M | +5.8% | -8.2% | +14.0% | +7.2% |
| 6M | -20.3% | -1.6% | -18.6% | -20.5% |
| YTD | -37.1% | -0.1% | -37.0% | -37.6% |
| 1Y | -30.2% | -0.5% | -29.7% | -30.7% |
| 3Y | +48.1% | -9.1% | +57.2% | +47.6% |
| 5Y | -46.8% | -43.8% | -3.0% | -42.4% |
| 10Y | +191.3% | +80.5% | +110.8% | +163.4% |
| All | +1,978.1% | +2,208.1% | -230.0% | +1,140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling