+260.2%
SAN vs PEGA
+92.7%
+167.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +10.8% | -8.2% | +19.0% | +12.7% |
| 30D | -5.7% | -11.6% | +5.8% | -3.5% |
| 3M | -13.4% | -4.2% | -9.3% | -13.3% |
| 6M | +3.5% | -12.0% | +15.5% | +4.7% |
| YTD | +9.7% | -46.9% | +56.6% | +22.8% |
| 1Y | +20.9% | -47.0% | +67.9% | +35.1% |
| 3Y | +254.3% | +40.9% | +213.4% | +190.8% |
| 5Y | +304.2% | -45.4% | +349.6% | +317.1% |
| 10Y | +260.2% | +95.9% | +164.3% | +186.0% |
| All | +260.2% | +92.7% | +167.5% | +186.0% |
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