+447.8%
SN vs PEGA
+27.8%
+420.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.6% |
| 7D | +1.5% | +0.1% | +1.5% | +1.5% |
| 30D | +21.5% | -4.1% | +25.6% | +22.4% |
| 3M | +20.0% | -2.8% | +22.9% | +20.3% |
| 6M | +119.9% | -0.4% | +120.4% | +117.6% |
| YTD | +102.3% | -45.4% | +147.7% | +125.1% |
| 1Y | +148.0% | -42.6% | +190.6% | +172.5% |
| 3Y | +450.0% | +45.4% | +404.6% | +366.2% |
| All | +447.8% | +27.8% | +420.0% | +425.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling