-53.8%
SIRI vs PEGA
+1,154.6%
-1,208.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | 0.0% |
| 7D | +4.3% | -2.4% | +6.7% | +4.7% |
| 30D | -2.8% | +9.6% | -12.5% | -4.4% |
| 3M | +5.9% | +2.3% | +3.6% | +5.0% |
| 6M | +31.9% | -23.9% | +55.8% | +36.2% |
| YTD | +48.7% | -39.8% | +88.4% | +57.9% |
| 1Y | +23.2% | -37.4% | +60.6% | +29.6% |
| 3Y | -23.9% | +53.1% | -77.0% | -32.6% |
| 5Y | -43.4% | -47.2% | +3.8% | -43.2% |
| 10Y | -13.6% | +174.3% | -188.0% | -34.1% |
| All | -53.8% | +1,154.6% | -1,208.4% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling