-4.5%
SLB vs PEGA
+43.4%
-48.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +0.8% |
| 7D | -7.1% | -4.5% | -2.6% | -6.9% |
| 30D | +4.1% | -5.7% | +9.8% | +4.4% |
| 3M | -2.6% | +2.6% | -5.2% | -3.0% |
| 6M | -8.6% | -10.6% | +2.0% | -8.3% |
| YTD | +32.2% | -45.5% | +77.7% | +38.3% |
| 1Y | +40.7% | -44.8% | +85.4% | +46.7% |
| 3Y | -4.5% | +45.5% | -50.1% | -11.0% |
| All | -4.5% | +43.4% | -48.0% | -11.0% |
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 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