+133.6%
SPG vs PEGA
+46.3%
+87.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +17.2% | -4.1% | +21.4% | +17.7% |
| 3M | +6.3% | -2.8% | +9.1% | +6.4% |
| 6M | +18.7% | -0.4% | +19.1% | +17.8% |
| YTD | +30.1% | -45.4% | +75.5% | +38.4% |
| 1Y | +32.8% | -42.6% | +75.4% | +40.1% |
| 3Y | +133.6% | +45.4% | +88.2% | +107.5% |
| All | +133.6% | +46.3% | +87.3% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling