+3.2%
SLB vs PEGA
+49.4%
-46.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.2% |
| 7D | +0.8% | +3.3% | -2.5% | +0.6% |
| 30D | +15.8% | +17.7% | -1.9% | +14.6% |
| 3M | -0.3% | +5.8% | -6.1% | -0.8% |
| 6M | +21.3% | -20.3% | +41.6% | +23.0% |
| YTD | +52.3% | -37.1% | +89.4% | +57.8% |
| 1Y | +63.6% | -30.2% | +93.8% | +67.2% |
| All | +3.2% | +49.4% | -46.2% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling