+336.9%
SAN vs PEGA
+170.9%
+166.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.7% |
| 7D | -0.5% | -6.1% | +5.7% | +0.9% |
| 30D | -0.1% | +6.4% | -6.5% | -1.6% |
| 3M | +19.6% | +2.9% | +16.7% | +17.7% |
| 6M | +32.7% | -23.8% | +56.5% | +38.9% |
| YTD | +26.7% | -41.1% | +67.8% | +39.3% |
| 1Y | +51.6% | -38.2% | +89.9% | +63.9% |
| 3Y | +348.7% | +49.8% | +298.9% | +265.9% |
| 5Y | +378.7% | -48.0% | +426.7% | +410.1% |
| 10Y | +336.9% | +173.1% | +163.8% | +162.4% |
| All | +336.9% | +170.9% | +166.1% | +162.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling