+260.6%
SNDU vs PEGA
-13.7%
+274.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | -1.0% | +24.6% | +22.6% |
| 7D | +35.2% | +3.3% | +31.9% | +39.8% |
| 30D | +50.8% | +17.7% | +33.1% | +81.2% |
| 3M | -43.2% | +5.8% | -49.0% | -12.4% |
| All | +260.6% | -13.7% | +274.3% | +424.1% |
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 · Available span rolling