+1,577.7%
SAN vs PEGA
+1,209.2%
+368.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +1.8% | +3.3% | -1.5% | +1.4% |
| 30D | +2.0% | +17.7% | -15.8% | -0.1% |
| 3M | +19.7% | +5.8% | +13.9% | +18.3% |
| 6M | +30.6% | -20.3% | +50.9% | +33.1% |
| YTD | +28.8% | -37.1% | +66.0% | +34.4% |
| 1Y | +57.8% | -30.2% | +88.0% | +62.1% |
| 3Y | +338.1% | +48.1% | +290.0% | +302.1% |
| 5Y | +384.2% | -46.8% | +431.0% | +387.2% |
| 10Y | +353.1% | +191.3% | +161.8% | +276.6% |
| All | +1,577.7% | +1,209.2% | +368.5% | +960.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling