+106.9%
SPG vs PEGA
-47.9%
+154.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.3% | +1.8% |
| 7D | 0.0% | -2.4% | +2.4% | +0.4% |
| 30D | -4.9% | +9.6% | -14.6% | -6.5% |
| 3M | +3.3% | +2.3% | +1.0% | +2.3% |
| 6M | +11.2% | -23.9% | +35.1% | +15.1% |
| YTD | +17.1% | -39.8% | +56.8% | +25.4% |
| 1Y | +21.6% | -37.4% | +59.0% | +28.7% |
| 3Y | +111.9% | +53.1% | +58.7% | +79.3% |
| 5Y | +106.9% | -47.2% | +154.2% | +118.4% |
| All | +106.9% | -47.9% | +154.9% | +118.4% |
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