+78.0%
SPG vs PEGA
-45.3%
+123.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.4% |
| 7D | +4.9% | -4.5% | +9.4% | +5.6% |
| 30D | +15.6% | -5.7% | +21.3% | +16.5% |
| 3M | +4.1% | +2.7% | +1.4% | +3.2% |
| 6M | +13.6% | -10.5% | +24.1% | +14.4% |
| YTD | +27.5% | -45.4% | +73.0% | +38.4% |
| 1Y | +32.2% | -44.7% | +77.0% | +42.9% |
| 3Y | +126.0% | +45.7% | +80.3% | +92.4% |
| All | +78.0% | -45.3% | +123.3% | +78.3% |
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