+6.5%
SO vs PEGA
-47.6%
+54.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.3% | +1.2% |
| 7D | -1.1% | -10.0% | +8.9% | -1.5% |
| 30D | +8.6% | -12.7% | +21.3% | +8.1% |
| 3M | +1.8% | -4.6% | +6.4% | +1.7% |
| 6M | +3.6% | -13.1% | +16.7% | +3.1% |
| YTD | +9.9% | -47.6% | +57.5% | +5.6% |
| All | +6.5% | -47.6% | +54.1% | +2.5% |
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