+448.0%
SNXX vs PEGA
-31.2%
+479.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +4.9% | +0.9% |
| 7D | +27.3% | -6.1% | +33.5% | +20.8% |
| 30D | +89.3% | +6.4% | +82.9% | +101.0% |
| 3M | -29.6% | +2.9% | -32.5% | -10.0% |
| 6M | +324.4% | -23.8% | +348.3% | +377.5% |
| All | +448.0% | -31.2% | +479.1% | +501.4% |
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