+130.5%
SFM vs PEGA
+94.9%
+35.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.4% | +1.4% |
| 7D | -0.4% | -4.6% | +4.1% | 0.0% |
| 30D | -19.2% | -6.8% | -12.4% | -18.6% |
| 3M | -40.3% | +2.6% | -42.9% | -40.4% |
| 6M | -40.9% | -5.4% | -35.5% | -40.8% |
| YTD | -35.5% | -46.0% | +10.5% | -32.4% |
| 1Y | -37.4% | -45.6% | +8.2% | -34.5% |
| 3Y | +25.5% | +43.2% | -17.7% | +17.9% |
| 5Y | +113.0% | -45.3% | +158.3% | +114.7% |
| All | +130.5% | +94.9% | +35.6% | +89.0% |
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