+12.7%
SAN vs PEGA
-46.7%
+59.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -2.9% |
| 7D | +1.0% | -4.6% | +5.6% | +1.3% |
| 30D | -9.4% | -6.8% | -2.6% | -9.1% |
| 3M | -17.1% | +2.6% | -19.7% | -17.6% |
| 6M | +2.2% | -5.4% | +7.5% | +2.3% |
| YTD | +6.0% | -46.0% | +52.0% | +11.2% |
| 1Y | +12.7% | -45.6% | +58.3% | +17.8% |
| All | +12.7% | -46.7% | +59.4% | +17.8% |
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