+2,416.1%
SNPS vs PEGA
+1,076.4%
+1,339.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.6% |
| 7D | -10.2% | -1.6% | -8.6% | -10.0% |
| 30D | -12.8% | -3.0% | -9.9% | -12.6% |
| 3M | +9.9% | +5.8% | +4.0% | +8.8% |
| 6M | -12.4% | -8.8% | -3.6% | -12.0% |
| YTD | -6.3% | -43.5% | +37.3% | -0.4% |
| 1Y | +7.6% | -43.4% | +51.0% | +14.2% |
| 3Y | -9.8% | +48.6% | -58.4% | -16.6% |
| 5Y | +29.2% | -43.3% | +72.6% | +30.8% |
| 10Y | +663.8% | +109.7% | +554.1% | +582.8% |
| All | +2,416.1% | +1,076.4% | +1,339.6% | +1,399.7% |
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 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