+648.8%
SEI vs PEGA
+39.6%
+609.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.0% | -7.2% | -5.6% |
| 7D | +20.7% | -5.3% | +26.0% | +21.9% |
| 30D | +9.1% | +8.3% | +0.8% | +6.5% |
| 3M | -6.0% | +8.9% | -14.9% | -9.8% |
| 6M | +18.9% | -19.7% | +38.7% | +22.4% |
| YTD | +40.1% | -39.9% | +80.0% | +53.7% |
| 1Y | +120.6% | -36.4% | +157.0% | +137.1% |
| 3Y | +562.1% | +52.8% | +509.3% | +439.3% |
| 5Y | +954.5% | -45.7% | +1,000.1% | +1,058.5% |
| All | +648.8% | +39.6% | +609.1% | +427.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling