+16.5%
SNPS vs PEGA
-47.6%
+64.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +4.5% |
| 7D | +0.2% | -10.0% | +10.2% | +2.6% |
| 30D | -8.4% | -12.7% | +4.2% | -5.9% |
| 3M | +12.3% | -4.6% | +16.8% | +12.3% |
| 6M | -9.6% | -13.1% | +3.5% | -7.5% |
| YTD | -0.6% | -47.6% | +47.0% | +14.2% |
| All | +16.5% | -47.6% | +64.1% | +34.4% |
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