+53.1%
PEGA vs SPY
+78.7%
-25.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -3.5% |
| 7D | -2.4% | +0.5% | -2.9% | -3.0% |
| 30D | +9.6% | -0.9% | +10.6% | +11.0% |
| 3M | +2.3% | +3.9% | -1.6% | -2.8% |
| 6M | -23.9% | +14.5% | -38.4% | -36.5% |
| YTD | -39.8% | +12.9% | -52.7% | -48.8% |
| 1Y | -37.4% | +19.4% | -56.8% | -50.6% |
| 3Y | +53.1% | +78.5% | -25.3% | -29.5% |
| All | +53.1% | +78.7% | -25.6% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling