+23.6%
SAN vs PEGA
-44.4%
+68.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +4.5% | -2.9% | +7.4% | +4.7% |
| 30D | -12.1% | -0.5% | -11.6% | -12.1% |
| 3M | -15.6% | +8.5% | -24.1% | -16.2% |
| 6M | +5.8% | -6.3% | +12.1% | +6.5% |
| YTD | +5.5% | -42.2% | +47.6% | +10.0% |
| 1Y | +23.6% | -43.4% | +67.0% | +31.9% |
| All | +23.6% | -44.4% | +68.0% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling