+62.2%
SPG vs PEGA
+175.4%
-113.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.3% | +2.1% |
| 7D | 0.0% | -2.4% | +2.4% | +0.5% |
| 30D | -4.9% | +9.6% | -14.6% | -7.2% |
| 3M | +3.3% | +2.3% | +1.0% | +1.8% |
| 6M | +11.2% | -23.9% | +35.1% | +16.7% |
| YTD | +17.1% | -39.8% | +56.8% | +28.8% |
| 1Y | +21.6% | -37.4% | +59.0% | +31.5% |
| 3Y | +111.9% | +53.1% | +58.7% | +66.6% |
| 5Y | +106.9% | -47.2% | +154.2% | +120.2% |
| 10Y | +62.2% | +174.3% | -112.1% | +13.5% |
| All | +62.2% | +175.4% | -113.2% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling