+2,524.7%
SAP vs PEGA
+1,209.2%
+1,315.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -2.9% | +3.3% | -6.2% | -3.3% |
| 30D | +9.0% | +17.7% | -8.7% | +6.7% |
| 3M | +14.9% | +5.8% | +9.2% | +14.0% |
| 6M | +11.9% | -20.3% | +32.2% | +15.1% |
| YTD | -9.9% | -37.1% | +27.2% | -4.6% |
| 1Y | -19.5% | -30.2% | +10.7% | -16.2% |
| 3Y | +61.8% | +48.1% | +13.7% | +50.2% |
| 5Y | +56.2% | -46.8% | +103.0% | +59.4% |
| 10Y | +180.6% | +191.3% | -10.7% | +137.1% |
| All | +2,524.7% | +1,209.2% | +1,315.5% | +1,626.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling