-26.9%
PEGA vs SUNB
+14.2%
-41.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.3% |
| 7D | +0.1% | +6.7% | -6.6% | +0.7% |
| 30D | -4.1% | +8.7% | -12.9% | -3.3% |
| 3M | -2.8% | +1.6% | -4.4% | -2.3% |
| 6M | -0.4% | +9.6% | -10.1% | +1.1% |
| All | -26.9% | +14.2% | -41.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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