+691.2%
SNPS vs PEGA
+99.2%
+592.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +5.0% |
| 7D | +0.2% | -10.0% | +10.2% | +3.7% |
| 30D | -8.4% | -12.7% | +4.2% | -4.7% |
| 3M | +12.3% | -4.6% | +16.8% | +12.8% |
| 6M | -9.6% | -13.1% | +3.5% | -7.4% |
| YTD | -0.6% | -47.6% | +47.0% | +19.4% |
| 1Y | +18.7% | -47.0% | +65.7% | +41.7% |
| 3Y | -7.6% | +42.0% | -49.6% | -30.1% |
| 5Y | +34.1% | -47.8% | +81.9% | +50.4% |
| 10Y | +691.2% | +92.0% | +599.2% | +401.2% |
| All | +691.2% | +99.2% | +592.0% | +401.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling