+7,897.1%
SPGI vs PEGA
+1,209.2%
+6,687.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +0.1% | +3.3% | -3.2% | -0.2% |
| 30D | +8.4% | +17.7% | -9.3% | +6.3% |
| 3M | +11.8% | +5.8% | +6.0% | +10.7% |
| 6M | +5.7% | -20.3% | +26.0% | +7.9% |
| YTD | -9.7% | -37.1% | +27.5% | -5.5% |
| 1Y | -12.5% | -30.2% | +17.7% | -9.8% |
| 3Y | +21.8% | +48.1% | -26.3% | +12.3% |
| 5Y | +8.2% | -46.8% | +55.0% | +9.1% |
| 10Y | +309.5% | +191.3% | +118.2% | +248.3% |
| All | +7,897.1% | +1,209.2% | +6,687.8% | +4,916.7% |
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 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