+275.2%
SGI vs PEGA
+170.9%
+104.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.2% |
| 7D | +0.6% | -6.1% | +6.7% | +2.7% |
| 30D | +5.5% | +6.4% | -0.9% | +3.2% |
| 3M | -3.6% | +2.9% | -6.5% | -5.9% |
| 6M | -15.0% | -23.8% | +8.8% | -8.7% |
| YTD | -23.0% | -41.1% | +18.0% | -10.9% |
| 1Y | -18.4% | -38.2% | +19.8% | -8.2% |
| 3Y | +57.8% | +49.8% | +7.9% | +11.0% |
| 5Y | +51.5% | -48.0% | +99.5% | +70.5% |
| 10Y | +275.2% | +173.1% | +102.0% | +116.0% |
| All | +275.2% | +170.9% | +104.3% | +116.0% |
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