+303.8%
SGI vs PEGA
+94.9%
+208.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.7% |
| 7D | -10.7% | -4.6% | -6.1% | -9.3% |
| 30D | -3.6% | -6.8% | +3.2% | -1.4% |
| 3M | -5.4% | +2.6% | -8.0% | -6.7% |
| 6M | -7.0% | -5.4% | -1.7% | -7.3% |
| YTD | -31.6% | -46.0% | +14.4% | -18.5% |
| 1Y | -33.5% | -45.6% | +12.1% | -21.1% |
| 3Y | +66.5% | +43.2% | +23.3% | +16.8% |
| 5Y | +42.2% | -45.3% | +87.4% | +53.2% |
| All | +303.8% | +94.9% | +208.9% | +136.1% |
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