+1,222.4%
PEGA vs SPY
+1,908.1%
-685.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | +17.7% | +0.1% | +17.7% | +17.8% |
| 3M | +5.8% | +2.0% | +3.8% | +3.1% |
| 6M | -20.3% | +13.0% | -33.3% | -30.8% |
| YTD | -37.1% | +13.5% | -50.7% | -45.7% |
| 1Y | -30.2% | +20.0% | -50.2% | -43.2% |
| 3Y | +48.1% | +77.2% | -29.1% | -20.1% |
| 5Y | -46.8% | +81.9% | -128.7% | -71.2% |
| 10Y | +191.3% | +314.1% | -122.7% | -31.2% |
| All | +1,222.4% | +1,908.1% | -685.6% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling