+196.4%
SO vs PEGA
+97.3%
+99.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +4.7% | -4.1% | +8.8% | +4.9% |
| 3M | +1.7% | -2.8% | +4.5% | +1.7% |
| 6M | +2.2% | -0.4% | +2.6% | +1.7% |
| YTD | +10.0% | -45.4% | +55.4% | +13.9% |
| 1Y | +6.0% | -42.6% | +48.7% | +9.3% |
| 3Y | +54.1% | +45.4% | +8.7% | +40.0% |
| 5Y | +79.6% | -44.6% | +124.2% | +85.4% |
| All | +196.4% | +97.3% | +99.1% | +158.9% |
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