-10.1%
SNPS vs PEGA
+48.6%
-58.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.4% |
| 7D | -10.2% | -1.6% | -8.6% | -9.8% |
| 30D | -12.8% | -3.0% | -9.9% | -12.5% |
| 3M | +9.9% | +5.8% | +4.0% | +7.8% |
| 6M | -12.4% | -8.8% | -3.6% | -11.7% |
| YTD | -6.3% | -43.5% | +37.3% | +3.8% |
| 1Y | +7.6% | -43.4% | +51.0% | +19.0% |
| All | -10.1% | +48.6% | -58.7% | -18.2% |
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 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