+4,437.1%
SNDK vs PEGA
-26.9%
+4,464.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.6% |
| 7D | -6.1% | -3.0% | -3.1% | -6.0% |
| 30D | +21.5% | +15.9% | +5.6% | +20.4% |
| 3M | -13.2% | +10.8% | -24.0% | -13.4% |
| 6M | +149.2% | -16.5% | +165.7% | +164.7% |
| YTD | +588.1% | -39.0% | +627.1% | +707.8% |
| 1Y | +1,837.5% | -37.3% | +1,874.8% | +2,136.8% |
| All | +4,437.1% | -26.9% | +4,464.0% | +4,462.3% |
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