+109.7%
SFM vs PEGA
+55.9%
+53.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +2.9% |
| 7D | -0.1% | +3.3% | -3.4% | -0.3% |
| 30D | -4.4% | +17.7% | -22.1% | -5.8% |
| 3M | +1.5% | +5.8% | -4.3% | +0.7% |
| 6M | +6.5% | -20.3% | +26.7% | +8.1% |
| YTD | +2.2% | -37.1% | +39.3% | +5.6% |
| 1Y | -41.9% | -30.2% | -11.7% | -40.8% |
| All | +109.7% | +55.9% | +53.8% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling