+31.1%
SOLS vs PEGA
-34.9%
+66.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -2.4% |
| 7D | +3.7% | -6.1% | +9.9% | +2.4% |
| 30D | +5.0% | +6.4% | -1.4% | +6.7% |
| 3M | -21.1% | +2.9% | -24.0% | -19.1% |
| 6M | -14.2% | -23.8% | +9.7% | -16.5% |
| YTD | +30.6% | -41.1% | +71.7% | +23.2% |
| All | +31.1% | -34.9% | +66.0% | +26.0% |
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