+4,789.7%
SITM vs PEGA
-4.9%
+4,794.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.1% | +4.9% |
| 7D | +3.9% | -3.0% | +6.8% | +5.3% |
| 30D | -6.6% | +15.9% | -22.5% | -13.5% |
| 3M | -11.9% | +10.8% | -22.7% | -19.3% |
| 6M | +81.1% | -16.5% | +97.6% | +87.6% |
| YTD | +80.0% | -39.0% | +119.0% | +111.7% |
| 1Y | +145.8% | -37.3% | +183.1% | +179.3% |
| 3Y | +475.9% | +59.2% | +416.7% | +226.5% |
| 5Y | +189.2% | -44.9% | +234.1% | +256.6% |
| All | +4,789.7% | -4.9% | +4,794.6% | +4,038.0% |
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 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