+4,727.7%
SNDK vs PEGA
-27.8%
+4,755.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.1% |
| 7D | +13.1% | -2.4% | +15.5% | +13.2% |
| 30D | +43.4% | +9.6% | +33.7% | +42.5% |
| 3M | +5.8% | +2.3% | +3.5% | +7.4% |
| 6M | +229.6% | -23.9% | +253.5% | +257.4% |
| YTD | +632.2% | -39.8% | +671.9% | +760.1% |
| 1Y | +2,365.4% | -37.4% | +2,402.8% | +2,737.1% |
| All | +4,727.7% | -27.8% | +4,755.6% | +4,757.5% |
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