+239.1%
SAN vs PEGA
+43.4%
+195.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.2% | -1.9% |
| 7D | +4.9% | -4.5% | +9.4% | +5.5% |
| 30D | -13.0% | -5.7% | -7.3% | -12.5% |
| 3M | -18.9% | +2.6% | -21.4% | -19.4% |
| 6M | -4.1% | -10.6% | +6.4% | -3.5% |
| YTD | +2.6% | -45.5% | +48.1% | +9.5% |
| 1Y | +16.9% | -44.8% | +61.7% | +24.4% |
| 3Y | +239.1% | +45.5% | +193.5% | +211.8% |
| All | +239.1% | +43.4% | +195.6% | +211.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling