+368.8%
SNXX vs PEGA
-28.8%
+397.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.5% | -5.8% |
| 7D | -12.0% | -3.0% | -9.0% | -14.0% |
| 30D | +37.9% | +15.9% | +22.0% | +57.9% |
| 3M | -52.7% | +10.8% | -63.5% | -37.0% |
| 6M | +194.8% | -16.5% | +211.3% | +253.9% |
| All | +368.8% | -28.8% | +397.5% | +431.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling