+3,519.6%
SITM vs PEGA
-15.8%
+3,535.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.3% |
| 7D | +32.5% | -4.6% | +37.1% | +34.6% |
| 30D | -18.8% | -6.8% | -12.0% | -17.1% |
| 3M | -30.9% | +2.6% | -33.4% | -33.7% |
| 6M | -44.5% | -5.4% | -39.1% | -46.9% |
| YTD | +33.2% | -46.0% | +79.3% | +62.2% |
| 1Y | +53.8% | -45.6% | +99.5% | +86.6% |
| 3Y | +335.7% | +43.2% | +292.5% | +153.9% |
| 5Y | +84.6% | -45.3% | +129.9% | +113.3% |
| All | +3,519.6% | -15.8% | +3,535.4% | +3,070.9% |
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