-45.8%
PEGA vs SPY
+82.0%
-127.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.4% |
| 7D | +3.3% | +0.1% | +3.2% | +3.1% |
| 30D | +17.7% | +0.1% | +17.7% | +17.7% |
| 3M | +5.8% | +2.0% | +3.8% | +2.5% |
| 6M | -20.3% | +13.0% | -33.3% | -33.2% |
| YTD | -37.1% | +13.5% | -50.7% | -47.7% |
| 1Y | -30.2% | +20.0% | -50.2% | -46.3% |
| 3Y | +48.1% | +77.2% | -29.1% | -34.4% |
| All | -45.8% | +82.0% | -127.9% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling