+242.0%
SFM vs PEGA
-46.5%
+288.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | +1.5% | +5.8% | -4.3% | +0.8% |
| 6M | +6.5% | -20.3% | +26.7% | +7.8% |
| YTD | +2.2% | -37.1% | +39.3% | +5.0% |
| 1Y | -41.9% | -30.2% | -11.7% | -40.9% |
| 3Y | +106.8% | +48.1% | +58.6% | +96.0% |
| All | +242.0% | -46.5% | +288.5% | +214.0% |
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 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