+214.8%
SAP vs PEGA
+101.6%
+113.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.7% | -3.1% |
| 7D | -0.7% | -4.5% | +3.8% | +0.7% |
| 30D | +11.1% | -5.7% | +16.8% | +12.9% |
| 3M | +17.0% | +2.7% | +14.4% | +15.8% |
| 6M | +34.8% | -10.5% | +45.4% | +38.6% |
| YTD | -2.2% | -45.4% | +43.2% | +14.7% |
| 1Y | -6.4% | -44.7% | +38.3% | +9.1% |
| 3Y | +75.1% | +45.7% | +29.5% | +43.4% |
| 5Y | +69.8% | -45.3% | +115.1% | +81.7% |
| All | +214.8% | +101.6% | +113.2% | +134.4% |
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