+3,319.5%
SITM vs PEGA
-14.8%
+3,334.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -6.1% |
| 7D | +6.6% | +0.1% | +6.5% | +6.3% |
| 30D | -15.3% | -4.1% | -11.2% | -14.7% |
| 3M | -35.4% | -2.8% | -32.6% | -36.4% |
| 6M | -46.8% | -0.4% | -46.3% | -50.4% |
| YTD | +25.9% | -45.4% | +71.3% | +52.4% |
| 1Y | +54.0% | -42.6% | +96.6% | +81.3% |
| 3Y | +315.6% | +45.4% | +270.2% | +140.2% |
| 5Y | +74.4% | -44.6% | +119.0% | +100.3% |
| All | +3,319.5% | -14.8% | +3,334.3% | +2,878.6% |
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