-36.4%
PEGA vs SPY
+17.2%
-53.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.5% |
| 7D | -5.3% | -2.0% | -3.3% | -3.7% |
| 30D | +8.3% | -1.7% | +9.9% | +9.8% |
| 3M | +8.9% | +4.7% | +4.2% | +4.5% |
| 6M | -19.7% | +12.5% | -32.2% | -27.8% |
| YTD | -39.9% | +11.7% | -51.6% | -45.5% |
| 1Y | -36.4% | +17.5% | -53.9% | -47.4% |
| All | -36.4% | +17.2% | -53.6% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling