+338.6%
SPGI vs PEGA
+94.5%
+244.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.4% | -8.6% | +7.3% | +0.9% |
| 30D | +15.3% | -10.1% | +25.3% | +18.3% |
| 3M | +16.5% | -4.7% | +21.3% | +17.4% |
| 6M | +19.8% | -8.0% | +27.8% | +20.9% |
| YTD | -3.2% | -47.1% | +43.9% | +11.3% |
| 1Y | +1.8% | -47.5% | +49.3% | +17.0% |
| 3Y | +30.6% | +40.2% | -9.7% | +3.6% |
| 5Y | +16.0% | -45.7% | +61.8% | +22.0% |
| 10Y | +338.6% | +85.1% | +253.5% | +203.7% |
| All | +338.6% | +94.5% | +244.1% | +203.7% |
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