+109.7%
SEI vs PEGA
-30.0%
+139.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.3% |
| 7D | +10.2% | +3.3% | +7.0% | +10.7% |
| 30D | -1.0% | +17.7% | -18.8% | +1.3% |
| 3M | -27.9% | +5.8% | -33.7% | -24.9% |
| 6M | +10.4% | -20.3% | +30.6% | +16.8% |
| YTD | +20.1% | -37.1% | +57.3% | +28.2% |
| 1Y | +109.7% | -30.2% | +139.9% | +120.9% |
| All | +109.7% | -30.0% | +139.7% | +120.9% |
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