+455.3%
SN vs PEGA
+22.6%
+432.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.9% | +3.7% |
| 7D | +7.6% | -10.0% | +17.6% | +9.9% |
| 30D | +24.1% | -12.7% | +36.8% | +27.4% |
| 3M | +23.7% | -4.6% | +28.3% | +24.4% |
| 6M | +105.5% | -13.1% | +118.6% | +109.4% |
| YTD | +105.1% | -47.6% | +152.7% | +130.2% |
| 1Y | +148.3% | -47.0% | +195.3% | +177.7% |
| 3Y | +438.7% | +42.0% | +396.7% | +357.6% |
| All | +455.3% | +22.6% | +432.7% | +437.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling