+77.0%
SO vs PEGA
-45.3%
+122.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -1.1% |
| 7D | -1.5% | -4.5% | +3.0% | -1.5% |
| 30D | +8.1% | -5.7% | +13.8% | +8.1% |
| 3M | +0.2% | +2.6% | -2.4% | +0.2% |
| 6M | +0.4% | -10.6% | +11.0% | +0.4% |
| YTD | +8.5% | -45.5% | +54.0% | +8.7% |
| 1Y | +4.9% | -44.8% | +49.7% | +5.1% |
| 3Y | +47.9% | +45.5% | +2.4% | +44.5% |
| All | +77.0% | -45.3% | +122.3% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling