+335.2%
SGI vs PEGA
+92.7%
+242.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.7% |
| 7D | -3.9% | -8.2% | +4.3% | -1.1% |
| 30D | +0.9% | -11.6% | +12.5% | +5.1% |
| 3M | -2.9% | -4.2% | +1.3% | -2.0% |
| 6M | -9.0% | -12.0% | +3.0% | -6.8% |
| YTD | -29.2% | -46.9% | +17.7% | -15.1% |
| 1Y | -32.3% | -47.0% | +14.7% | -18.9% |
| 3Y | +72.4% | +40.9% | +31.5% | +21.9% |
| 5Y | +50.6% | -45.4% | +96.0% | +61.8% |
| 10Y | +335.2% | +95.9% | +239.3% | +165.7% |
| All | +335.2% | +92.7% | +242.5% | +165.7% |
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 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