+172.4%
SITM vs PEGA
-48.2%
+220.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -0.7% |
| 7D | +3.7% | -6.1% | +9.8% | +6.1% |
| 30D | -14.5% | +6.4% | -20.9% | -17.0% |
| 3M | -10.6% | +2.9% | -13.5% | -14.0% |
| 6M | +65.5% | -23.8% | +89.4% | +77.7% |
| YTD | +67.0% | -41.1% | +108.1% | +95.0% |
| 1Y | +138.6% | -38.2% | +176.8% | +168.5% |
| 3Y | +421.8% | +49.8% | +372.0% | +248.0% |
| 5Y | +172.4% | -48.0% | +220.4% | +274.2% |
| All | +172.4% | -48.2% | +220.6% | +274.2% |
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