+80.7%
SAP vs PEGA
-44.5%
+125.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | 0.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +6.5% | -4.1% | +10.7% | +7.5% |
| 3M | +12.2% | -2.8% | +15.1% | +12.8% |
| 6M | +46.1% | -0.4% | +46.5% | +45.7% |
| YTD | -1.6% | -45.4% | +43.8% | +11.6% |
| 1Y | -5.1% | -42.6% | +37.5% | +6.5% |
| 3Y | +68.4% | +45.4% | +22.9% | +46.5% |
| All | +80.7% | -44.5% | +125.2% | +81.2% |
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