-4.1%
SAP vs PEGA
-47.6%
+43.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +3.7% |
| 7D | +1.6% | -10.0% | +11.6% | +7.1% |
| 30D | +10.5% | -12.7% | +23.2% | +17.9% |
| 3M | +15.2% | -4.6% | +19.7% | +16.8% |
| 6M | +36.7% | -13.1% | +49.8% | +43.5% |
| YTD | -0.6% | -47.6% | +47.0% | +26.2% |
| All | -4.1% | -47.6% | +43.5% | +21.6% |
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