+214.7%
SNDU vs PEGA
-16.3%
+231.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.5% | -9.1% | -6.1% |
| 7D | -12.7% | -3.0% | -9.7% | -15.2% |
| 30D | +35.8% | +15.9% | +19.9% | +60.0% |
| 3M | -54.8% | +10.8% | -65.7% | -33.4% |
| All | +214.7% | -16.3% | +231.0% | +344.6% |
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