+514.3%
SPMO vs PEGA
+180.6%
+333.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.2% |
| 7D | +0.1% | -5.3% | +5.4% | +1.1% |
| 30D | -0.7% | +8.3% | -9.0% | -2.5% |
| 3M | +2.8% | +8.9% | -6.1% | -0.2% |
| 6M | +24.4% | -19.7% | +44.2% | +28.2% |
| YTD | +24.2% | -39.9% | +64.1% | +35.2% |
| 1Y | +24.5% | -36.4% | +60.9% | +33.0% |
| 3Y | +155.6% | +52.8% | +102.8% | +109.0% |
| 5Y | +148.2% | -45.7% | +193.9% | +169.9% |
| All | +514.3% | +180.6% | +333.8% | +370.0% |
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