-16.6%
SLB vs PEGA
+99.2%
-115.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.6% |
| 7D | -3.7% | -10.0% | +6.3% | -2.1% |
| 30D | +2.9% | -12.7% | +15.6% | +5.0% |
| 3M | +0.2% | -4.6% | +4.8% | +0.5% |
| 6M | -4.4% | -13.1% | +8.7% | -3.4% |
| YTD | +33.4% | -47.6% | +81.0% | +45.8% |
| 1Y | +40.8% | -47.0% | +87.8% | +53.3% |
| 3Y | +3.2% | +42.0% | -38.8% | -13.4% |
| 5Y | +64.8% | -47.8% | +112.6% | +76.8% |
| 10Y | -16.6% | +92.0% | -108.5% | -36.0% |
| All | -16.6% | +99.2% | -115.7% | -36.0% |
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