-52.0%
SOUN vs PEGA
-6.2%
-45.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.1% | -10.0% | -9.2% |
| 7D | -15.5% | -4.6% | -10.9% | -13.2% |
| 30D | -26.2% | -6.8% | -19.4% | -23.4% |
| 3M | -51.4% | +2.6% | -53.9% | -52.7% |
| 6M | -55.3% | -5.4% | -50.0% | -55.7% |
| YTD | -63.9% | -46.0% | -17.8% | -50.0% |
| 1Y | -72.8% | -45.6% | -27.2% | -62.6% |
| 3Y | +101.1% | +43.2% | +58.0% | +39.8% |
| All | -52.0% | -6.2% | -45.8% | -58.1% |
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