+5.5%
SO vs PEGA
-47.8%
+53.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.8% | -8.6% | +9.4% | +0.5% |
| 30D | +7.8% | -10.1% | +17.9% | +7.4% |
| 3M | +2.9% | -4.7% | +7.7% | +2.9% |
| 6M | +2.5% | -8.0% | +10.4% | +2.2% |
| YTD | +10.3% | -47.1% | +57.4% | +6.0% |
| All | +5.5% | -47.8% | +53.3% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling