+2,484.8%
SO vs PEGA
+1,209.2%
+1,275.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.7% |
| 7D | -0.2% | +3.3% | -3.4% | -0.3% |
| 30D | -4.6% | +17.7% | -22.3% | -5.1% |
| 3M | -3.0% | +5.8% | -8.8% | -3.3% |
| 6M | -8.3% | -20.3% | +12.0% | -7.8% |
| YTD | +3.5% | -37.1% | +40.7% | +4.6% |
| 1Y | -0.9% | -30.2% | +29.3% | -0.3% |
| 3Y | +45.4% | +48.1% | -2.8% | +41.6% |
| 5Y | +59.6% | -46.8% | +106.4% | +59.2% |
| 10Y | +156.6% | +191.3% | -34.7% | +143.7% |
| All | +2,484.8% | +1,209.2% | +1,275.5% | +2,166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling