+10.7%
SNDU vs PEGA
-20.6%
+31.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | 0.0% | -15.8% | -15.8% |
| 7D | -48.0% | -2.9% | -45.2% | -49.6% |
| 30D | -66.4% | -0.5% | -65.9% | -66.5% |
| 3M | -58.7% | +8.5% | -67.2% | -53.8% |
| 6M | -68.6% | -6.3% | -62.3% | -54.3% |
| All | +10.7% | -20.6% | +31.3% | +49.5% |
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 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