+52.6%
SN vs PEGA
-35.6%
+88.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.5% |
| 7D | +0.1% | -2.4% | +2.5% | +0.4% |
| 30D | -5.6% | +9.6% | -15.2% | -6.8% |
| 3M | +48.1% | +2.3% | +45.7% | +46.7% |
| 6M | +57.6% | -23.9% | +81.5% | +59.6% |
| YTD | +56.5% | -39.8% | +96.3% | +59.6% |
| 1Y | +52.6% | -37.4% | +90.0% | +55.0% |
| All | +52.6% | -35.6% | +88.1% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling