+391.3%
SLB vs PEGA
+1,023.8%
-632.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +2.6% | -4.6% | +7.1% | +3.0% |
| 30D | +4.4% | -6.8% | +11.2% | +4.9% |
| 3M | -2.7% | +2.6% | -5.3% | -3.2% |
| 6M | -7.5% | -5.4% | -2.2% | -7.7% |
| YTD | +34.8% | -46.0% | +80.9% | +40.9% |
| 1Y | +44.6% | -45.6% | +90.2% | +50.9% |
| 3Y | +3.2% | +43.2% | -40.0% | -3.9% |
| 5Y | +73.6% | -45.3% | +118.8% | +72.5% |
| 10Y | -14.3% | +88.9% | -103.2% | -24.0% |
| All | +391.3% | +1,023.8% | -632.5% | +234.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling