-41.8%
SIRI vs PEGA
-45.0%
+3.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.8% |
| 7D | +0.6% | -3.0% | +3.5% | +0.9% |
| 30D | +2.5% | +15.9% | -13.4% | +0.8% |
| 3M | +6.6% | +10.8% | -4.2% | +5.0% |
| 6M | +32.9% | -16.5% | +49.4% | +34.6% |
| YTD | +50.5% | -39.0% | +89.5% | +57.5% |
| 1Y | +28.0% | -37.3% | +65.2% | +33.1% |
| 3Y | -22.4% | +59.2% | -81.6% | -28.8% |
| All | -41.8% | -45.0% | +3.2% | -40.0% |
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