+142.0%
SFM vs PEGA
+99.2%
+42.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.4% |
| 7D | -10.2% | -10.0% | -0.3% | -9.3% |
| 30D | -23.9% | -12.7% | -11.2% | -22.8% |
| 3M | -42.3% | -4.6% | -37.7% | -42.0% |
| 6M | -40.1% | -13.1% | -27.1% | -39.6% |
| YTD | -37.8% | -47.6% | +9.8% | -34.6% |
| 1Y | -37.1% | -47.0% | +9.9% | -34.0% |
| 3Y | +21.5% | +42.0% | -20.5% | +14.2% |
| 5Y | +103.8% | -47.8% | +151.6% | +106.5% |
| 10Y | +142.0% | +92.0% | +50.0% | +96.5% |
| All | +142.0% | +99.2% | +42.8% | +96.5% |
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