+186.8%
SO vs PEGA
+99.2%
+87.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.3% | +1.6% |
| 7D | -1.1% | -10.0% | +8.9% | -0.4% |
| 30D | +8.6% | -12.7% | +21.3% | +9.5% |
| 3M | +1.8% | -4.6% | +6.4% | +1.9% |
| 6M | +3.6% | -13.1% | +16.7% | +4.1% |
| YTD | +9.9% | -47.6% | +57.5% | +14.2% |
| 1Y | +5.7% | -47.0% | +52.7% | +9.6% |
| 3Y | +52.5% | +42.0% | +10.5% | +38.6% |
| 5Y | +77.3% | -47.8% | +125.2% | +84.1% |
| 10Y | +186.8% | +92.0% | +94.8% | +149.8% |
| All | +186.8% | +99.2% | +87.6% | +149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling