+2,150.5%
SNPS vs PEGA
+1,209.2%
+941.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.3% |
| 7D | -11.0% | +3.3% | -14.3% | -11.4% |
| 30D | -1.7% | +17.7% | -19.5% | -3.8% |
| 3M | -20.4% | +5.8% | -26.1% | -21.2% |
| 6M | -8.6% | -20.3% | +11.6% | -6.5% |
| YTD | -16.2% | -37.1% | +21.0% | -11.9% |
| 1Y | -34.6% | -30.2% | -4.4% | -32.2% |
| 3Y | -14.5% | +48.1% | -62.6% | -20.8% |
| 5Y | +17.0% | -46.8% | +63.8% | +19.3% |
| 10Y | +560.0% | +191.3% | +368.7% | +471.7% |
| All | +2,150.5% | +1,209.2% | +941.3% | +1,226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling