-10.1%
SOUN vs PEGA
+9.3%
-19.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | -5.2% | +3.3% | -8.5% | -7.1% |
| 30D | +4.8% | +17.7% | -12.9% | -5.6% |
| 3M | -15.9% | +5.8% | -21.7% | -21.2% |
| 6M | -17.4% | -20.3% | +2.9% | -7.5% |
| YTD | -32.4% | -37.1% | +4.7% | -14.0% |
| 1Y | -49.3% | -30.2% | -19.1% | -40.5% |
| 3Y | +167.5% | +48.1% | +119.4% | +78.4% |
| All | -10.1% | +9.3% | -19.4% | -28.1% |
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 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