-23.1%
SIRI vs PEGA
+52.0%
-75.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.9% |
| 7D | -3.0% | -5.3% | +2.3% | -2.3% |
| 30D | +1.3% | +8.3% | -7.0% | +0.2% |
| 3M | +5.6% | +8.9% | -3.3% | +4.0% |
| 6M | +35.2% | -19.7% | +54.9% | +38.0% |
| YTD | +49.1% | -39.9% | +89.0% | +58.6% |
| 1Y | +26.8% | -36.4% | +63.2% | +32.9% |
| All | -23.1% | +52.0% | -75.2% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling