+319.5%
SN vs PEGA
+47.0%
+272.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -9.3% | +3.3% | -12.6% | -9.9% |
| 30D | -4.8% | +17.7% | -22.5% | -8.1% |
| 3M | +40.4% | +5.8% | +34.6% | +37.8% |
| 6M | +50.9% | -20.3% | +71.2% | +56.5% |
| YTD | +54.9% | -37.1% | +92.1% | +68.0% |
| 1Y | +43.0% | -30.2% | +73.2% | +50.1% |
| 3Y | +391.8% | +48.1% | +343.7% | +342.7% |
| All | +319.5% | +47.0% | +272.5% | +292.4% |
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