+67.8%
SAP vs PEGA
+41.6%
+26.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.5% | -8.6% | +6.2% | 0.0% |
| 30D | +7.5% | -10.1% | +17.5% | +10.5% |
| 3M | +11.6% | -4.7% | +16.4% | +12.8% |
| 6M | +37.6% | -8.0% | +45.6% | +39.9% |
| YTD | -2.0% | -47.1% | +45.2% | +11.2% |
| 1Y | -6.4% | -47.5% | +41.1% | +6.2% |
| All | +67.8% | +41.6% | +26.2% | +55.5% |
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