+22.4%
SFM vs PEGA
+272.6%
-250.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.5% | -1.4% | -4.5% |
| 7D | -1.2% | -4.5% | +3.3% | -0.8% |
| 30D | -24.8% | -5.7% | -19.1% | -24.3% |
| 3M | -43.7% | +2.6% | -46.3% | -43.8% |
| 6M | -37.3% | -10.6% | -26.7% | -36.9% |
| YTD | -38.4% | -45.5% | +7.1% | -35.7% |
| 1Y | -36.9% | -44.8% | +7.9% | -34.3% |
| 3Y | +20.7% | +45.5% | -24.9% | +13.9% |
| 5Y | +103.5% | -45.3% | +148.8% | +103.8% |
| 10Y | +139.7% | +102.4% | +37.4% | +113.7% |
| All | +22.4% | +272.6% | -250.2% | +1.2% |
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