-3.1%
SLB vs PEGA
+191.9%
-195.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | +0.8% | +3.3% | -2.5% | +0.3% |
| 30D | +15.8% | +17.7% | -1.9% | +12.6% |
| 3M | -0.3% | +5.8% | -6.1% | -1.9% |
| 6M | +21.3% | -20.3% | +41.6% | +24.7% |
| YTD | +52.3% | -37.1% | +89.4% | +62.2% |
| 1Y | +63.6% | -30.2% | +93.8% | +70.0% |
| 3Y | +3.8% | +48.1% | -44.3% | -12.6% |
| 5Y | +128.6% | -46.8% | +175.4% | +152.8% |
| All | -3.1% | +191.9% | -195.0% | -37.0% |
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