+14.0%
SPGI vs PEGA
-45.0%
+58.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.8% |
| 7D | -0.8% | -4.6% | +3.7% | 0.0% |
| 30D | +14.3% | -6.8% | +21.1% | +15.6% |
| 3M | +14.5% | +2.6% | +11.9% | +13.7% |
| 6M | +17.3% | -5.4% | +22.7% | +17.5% |
| YTD | -4.6% | -46.0% | +41.5% | +4.6% |
| 1Y | +0.8% | -45.6% | +46.4% | +10.1% |
| 3Y | +28.8% | +43.2% | -14.4% | +10.7% |
| 5Y | +14.0% | -45.3% | +59.2% | +16.8% |
| All | +14.0% | -45.0% | +58.9% | +16.8% |
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