+70.8%
SAP vs PEGA
-45.3%
+116.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.7% | -3.2% |
| 7D | -0.7% | -4.5% | +3.8% | +0.5% |
| 30D | +11.1% | -5.7% | +16.8% | +12.7% |
| 3M | +17.0% | +2.6% | +14.5% | +16.0% |
| 6M | +34.8% | -10.6% | +45.4% | +38.0% |
| YTD | -2.2% | -45.5% | +43.3% | +11.1% |
| 1Y | -6.4% | -44.8% | +38.3% | +5.9% |
| 3Y | +75.1% | +45.5% | +29.6% | +52.5% |
| All | +70.8% | -45.3% | +116.1% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling