+50.8%
SGI vs PEGA
-45.3%
+96.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -4.6% |
| 7D | +1.0% | -4.5% | +5.5% | +2.1% |
| 30D | +3.9% | -5.7% | +9.6% | +5.3% |
| 3M | -0.8% | +2.7% | -3.5% | -1.6% |
| 6M | -18.0% | -10.5% | -7.4% | -16.8% |
| YTD | -27.6% | -45.4% | +17.8% | -18.5% |
| 1Y | -27.2% | -44.7% | +17.5% | -18.4% |
| 3Y | +76.0% | +45.7% | +30.3% | +39.8% |
| All | +50.8% | -45.3% | +96.1% | +64.0% |
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