+672.5%
SNPS vs PEGA
+91.0%
+581.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.2% | -8.6% | +8.5% | +2.8% |
| 30D | -8.0% | -10.1% | +2.0% | -5.3% |
| 3M | +12.5% | -4.7% | +17.2% | +13.1% |
| 6M | -10.5% | -8.0% | -2.5% | -10.1% |
| YTD | -1.6% | -47.1% | +45.5% | +17.8% |
| 1Y | +16.8% | -47.5% | +64.3% | +39.9% |
| 3Y | -10.9% | +40.2% | -51.2% | -32.3% |
| 5Y | +35.8% | -45.7% | +81.5% | +49.5% |
| All | +672.5% | +91.0% | +581.5% | +393.7% |
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