+90.1%
PEGA vs SPY
+308.5%
-218.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.5% |
| 7D | -4.6% | +3.3% | -7.8% | -8.6% |
| 30D | -6.8% | -2.7% | -4.1% | -4.1% |
| 3M | +2.6% | -1.7% | +4.3% | +4.2% |
| 6M | -5.4% | +3.1% | -8.5% | -10.0% |
| YTD | -46.0% | +11.9% | -57.9% | -54.0% |
| 1Y | -45.6% | +12.0% | -57.6% | -53.6% |
| 3Y | +43.2% | +78.2% | -35.0% | -32.1% |
| 5Y | -45.3% | +73.2% | -118.5% | -72.4% |
| All | +90.1% | +308.5% | -218.4% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling