+542.0%
SEI vs PEGA
+46.0%
+495.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.7% |
| 7D | +10.2% | +3.3% | +7.0% | +9.4% |
| 30D | -1.0% | +17.7% | -18.8% | -5.1% |
| 3M | -27.9% | +5.8% | -33.7% | -30.0% |
| 6M | +10.4% | -20.3% | +30.6% | +14.2% |
| YTD | +20.1% | -37.1% | +57.3% | +30.8% |
| 1Y | +109.7% | -30.2% | +139.9% | +120.3% |
| 3Y | +458.6% | +48.1% | +410.5% | +360.2% |
| 5Y | +775.3% | -46.8% | +822.1% | +882.0% |
| All | +542.0% | +46.0% | +495.9% | +348.9% |
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 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