+295.5%
SPGI vs PEGA
+175.4%
+120.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -2.1% |
| 7D | -2.5% | -2.4% | -0.1% | -1.9% |
| 30D | +5.4% | +9.6% | -4.2% | +2.8% |
| 3M | +9.0% | +2.3% | +6.7% | +7.5% |
| 6M | +0.8% | -23.9% | +24.7% | +6.7% |
| YTD | -12.6% | -39.8% | +27.2% | -2.5% |
| 1Y | -16.1% | -37.4% | +21.3% | -8.1% |
| 3Y | +19.0% | +53.1% | -34.2% | -7.0% |
| 5Y | +5.1% | -47.2% | +52.3% | +13.7% |
| 10Y | +295.5% | +174.3% | +121.1% | +137.5% |
| All | +295.5% | +175.4% | +120.1% | +137.5% |
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 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