-91.0%
SNDQ vs PEGA
-3.7%
-87.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | 0.0% | +15.3% | +15.2% |
| 7D | +66.1% | -2.9% | +69.0% | +71.2% |
| 30D | +122.5% | -0.5% | +123.0% | +119.1% |
| 3M | +11.6% | +8.5% | +3.1% | -4.8% |
| 6M | -82.2% | -6.3% | -75.9% | -86.6% |
| All | -91.0% | -3.7% | -87.3% | -93.3% |
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 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