+61.5%
SGI vs PEGA
-46.5%
+108.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +8.5% | +3.3% | +5.3% | +7.8% |
| 30D | +0.7% | +17.7% | -17.1% | -3.1% |
| 3M | +0.6% | +5.8% | -5.2% | -1.5% |
| 6M | -17.9% | -20.3% | +2.3% | -14.6% |
| YTD | -21.2% | -37.1% | +16.0% | -13.9% |
| 1Y | -18.9% | -30.2% | +11.3% | -14.3% |
| 3Y | +52.6% | +48.1% | +4.5% | +22.2% |
| All | +61.5% | -46.5% | +108.0% | +81.0% |
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