+1,002.9%
PEGA vs SPY
+1,867.3%
-864.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -6.5% |
| 7D | -10.0% | +0.1% | -10.1% | -10.4% |
| 30D | -12.7% | -3.3% | -9.4% | -9.7% |
| 3M | -4.6% | -2.4% | -2.2% | -2.4% |
| 6M | -13.1% | +2.6% | -15.7% | -16.2% |
| YTD | -47.6% | +11.2% | -58.8% | -53.9% |
| 1Y | -47.0% | +13.4% | -60.4% | -54.3% |
| 3Y | +42.0% | +79.9% | -37.9% | -25.0% |
| 5Y | -47.8% | +72.2% | -120.0% | -70.2% |
| 10Y | +92.0% | +307.3% | -215.4% | -54.1% |
| All | +1,002.9% | +1,867.3% | -864.4% | -63.7% |
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