-15.6%
SNPS vs PEGA
+49.4%
-65.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.2% |
| 7D | -11.0% | +3.3% | -14.3% | -11.7% |
| 30D | -1.7% | +17.7% | -19.5% | -5.4% |
| 3M | -20.4% | +5.8% | -26.1% | -21.9% |
| 6M | -8.6% | -20.3% | +11.6% | -4.9% |
| YTD | -16.2% | -37.1% | +21.0% | -8.8% |
| 1Y | -34.6% | -30.2% | -4.4% | -30.5% |
| All | -15.6% | +49.4% | -65.0% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling