+556.6%
SNPS vs PEGA
+175.4%
+381.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.9% |
| 7D | -5.5% | -2.4% | -3.1% | -4.7% |
| 30D | -5.8% | +9.6% | -15.4% | -8.8% |
| 3M | -17.2% | +2.3% | -19.5% | -18.9% |
| 6M | -10.4% | -23.9% | +13.5% | -3.4% |
| YTD | -16.5% | -39.8% | +23.2% | -3.7% |
| 1Y | -35.6% | -37.4% | +1.8% | -27.0% |
| 3Y | -14.6% | +53.1% | -67.8% | -36.0% |
| 5Y | +16.5% | -47.2% | +63.7% | +33.0% |
| 10Y | +556.6% | +174.3% | +382.2% | +312.1% |
| All | +556.6% | +175.4% | +381.2% | +312.1% |
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 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