+40.7%
SLB vs PEGA
-45.2%
+85.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +0.4% |
| 7D | -7.1% | -4.5% | -2.6% | -7.3% |
| 30D | +4.1% | -5.7% | +9.8% | +3.8% |
| 3M | -2.6% | +2.6% | -5.2% | -2.4% |
| 6M | -8.6% | -10.6% | +2.0% | -8.9% |
| YTD | +32.2% | -45.5% | +77.7% | +32.6% |
| 1Y | +40.7% | -44.8% | +85.4% | +40.6% |
| All | +40.7% | -45.2% | +85.9% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling