+173.1%
PEGA vs SPY
+312.5%
-139.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | -6.1% | -0.4% | -5.8% | -5.7% |
| 30D | +6.4% | -1.4% | +7.8% | +8.4% |
| 3M | +2.9% | +3.7% | -0.8% | -2.2% |
| 6M | -23.8% | +13.0% | -36.8% | -35.4% |
| YTD | -41.1% | +12.4% | -53.5% | -49.6% |
| 1Y | -38.2% | +18.5% | -56.8% | -50.7% |
| 3Y | +49.8% | +77.6% | -27.8% | -28.0% |
| 5Y | -48.0% | +81.7% | -129.7% | -75.0% |
| 10Y | +173.1% | +319.7% | -146.5% | -52.1% |
| All | +173.1% | +312.5% | -139.4% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling