+954.5%
SEI vs PEGA
-47.2%
+1,001.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.0% | -7.2% | -5.5% |
| 7D | +20.7% | -5.3% | +26.0% | +21.4% |
| 30D | +9.1% | +8.3% | +0.8% | +7.4% |
| 3M | -6.0% | +8.9% | -14.9% | -8.4% |
| 6M | +18.9% | -19.7% | +38.7% | +22.1% |
| YTD | +40.1% | -39.9% | +80.0% | +50.9% |
| 1Y | +120.6% | -36.4% | +157.0% | +134.0% |
| 3Y | +562.1% | +52.8% | +509.3% | +494.0% |
| 5Y | +954.5% | -45.7% | +1,000.1% | +1,003.1% |
| All | +954.5% | -47.2% | +1,001.6% | +1,003.1% |
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