+4,167.3%
SPG vs PEGA
+1,209.2%
+2,958.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.4% | +3.3% | -5.7% | -2.7% |
| 30D | -6.8% | +17.7% | -24.6% | -8.5% |
| 3M | +2.7% | +5.8% | -3.1% | +1.7% |
| 6M | +5.5% | -20.3% | +25.7% | +7.2% |
| YTD | +15.7% | -37.1% | +52.8% | +20.0% |
| 1Y | +20.9% | -30.2% | +51.1% | +23.7% |
| 3Y | +112.4% | +48.1% | +64.3% | +96.8% |
| 5Y | +101.4% | -46.8% | +148.1% | +102.1% |
| 10Y | +60.6% | +191.3% | -130.7% | +38.6% |
| All | +4,167.3% | +1,209.2% | +2,958.1% | +2,909.9% |
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