+52.3%
SO vs PEGA
+44.6%
+7.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.5% | -1.4% |
| 7D | -0.9% | -4.6% | +3.6% | -1.1% |
| 30D | +4.9% | -6.8% | +11.8% | +4.8% |
| 3M | +0.8% | +2.6% | -1.8% | +0.9% |
| 6M | +0.6% | -5.4% | +5.9% | +0.6% |
| YTD | +8.7% | -46.0% | +54.7% | +7.0% |
| 1Y | +4.0% | -45.6% | +49.6% | +2.4% |
| All | +52.3% | +44.6% | +7.7% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling