+333.1%
SLV vs PEGA
+1,953.4%
-1,620.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.1% |
| 7D | -0.3% | +3.3% | -3.6% | -0.6% |
| 30D | +6.7% | +17.7% | -11.1% | +5.3% |
| 3M | -10.7% | +5.8% | -16.5% | -11.4% |
| 6M | -20.6% | -20.3% | -0.3% | -19.6% |
| YTD | -7.1% | -37.1% | +30.0% | -4.4% |
| 1Y | +62.0% | -30.2% | +92.2% | +65.0% |
| 3Y | +169.8% | +48.1% | +121.7% | +152.1% |
| 5Y | +161.5% | -46.8% | +208.2% | +161.1% |
| 10Y | +224.4% | +191.3% | +33.1% | +174.3% |
| All | +333.1% | +1,953.4% | -1,620.3% | +162.4% |
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