+47.9%
SO vs PEGA
+43.4%
+4.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -1.2% |
| 7D | -1.5% | -4.5% | +3.0% | -1.6% |
| 30D | +8.1% | -5.7% | +13.8% | +7.9% |
| 3M | +0.2% | +2.6% | -2.4% | +0.4% |
| 6M | +0.4% | -10.6% | +11.0% | +0.2% |
| YTD | +8.5% | -45.5% | +54.0% | +6.9% |
| 1Y | +4.9% | -44.8% | +49.7% | +3.5% |
| 3Y | +47.9% | +45.5% | +2.4% | +47.8% |
| All | +47.9% | +43.4% | +4.5% | +47.8% |
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 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