-11.3%
SIRI vs PEGA
+184.6%
-195.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.7% |
| 7D | +0.6% | -3.0% | +3.5% | +1.1% |
| 30D | +2.5% | +15.9% | -13.4% | -0.4% |
| 3M | +6.6% | +10.8% | -4.2% | +3.9% |
| 6M | +32.9% | -16.5% | +49.4% | +35.8% |
| YTD | +50.5% | -39.0% | +89.5% | +62.1% |
| 1Y | +28.0% | -37.3% | +65.2% | +36.3% |
| 3Y | -22.4% | +59.2% | -81.6% | -35.2% |
| 5Y | -41.3% | -44.9% | +3.6% | -36.8% |
| All | -11.3% | +184.6% | -195.9% | -38.2% |
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