-14.2%
SLB vs PEGA
+94.5%
-108.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.2% |
| 7D | -1.2% | -8.6% | +7.5% | +0.3% |
| 30D | +4.5% | -10.1% | +14.6% | +6.1% |
| 3M | -4.6% | -4.7% | +0.2% | -4.3% |
| 6M | -6.3% | -8.0% | +1.7% | -6.2% |
| YTD | +35.0% | -47.1% | +82.1% | +47.3% |
| 1Y | +38.8% | -47.5% | +86.3% | +51.5% |
| 3Y | +3.3% | +40.2% | -37.0% | -13.1% |
| 5Y | +73.6% | -45.7% | +119.4% | +83.8% |
| 10Y | -14.2% | +85.1% | -99.3% | -36.8% |
| All | -14.2% | +94.5% | -108.7% | -36.8% |
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