+323.8%
SN vs PEGA
+40.9%
+282.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.9% |
| 7D | +0.1% | -2.4% | +2.5% | +0.6% |
| 30D | -5.6% | +9.6% | -15.2% | -7.5% |
| 3M | +48.1% | +2.3% | +45.7% | +46.2% |
| 6M | +57.6% | -23.9% | +81.5% | +65.0% |
| YTD | +56.5% | -39.8% | +96.3% | +71.1% |
| 1Y | +52.6% | -37.4% | +90.0% | +64.3% |
| 3Y | +412.0% | +53.1% | +358.8% | +336.3% |
| All | +323.8% | +40.9% | +282.9% | +299.7% |
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