+8,335.0%
SPGI vs PEGA
+1,035.4%
+7,299.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.6% |
| 7D | +0.3% | -4.5% | +4.8% | +0.8% |
| 30D | +18.4% | -5.7% | +24.1% | +19.1% |
| 3M | +15.7% | +2.6% | +13.1% | +15.2% |
| 6M | +17.3% | -10.6% | +27.9% | +18.3% |
| YTD | -4.7% | -45.5% | +40.8% | +1.2% |
| 1Y | +1.8% | -44.8% | +46.6% | +7.9% |
| 3Y | +31.7% | +45.5% | -13.8% | +21.7% |
| 5Y | +12.1% | -45.3% | +57.4% | +12.7% |
| 10Y | +341.9% | +102.4% | +239.6% | +289.7% |
| All | +8,335.0% | +1,035.4% | +7,299.6% | +5,274.4% |
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