+24.5%
SPMO vs PEGA
-37.1%
+61.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.8% |
| 7D | +0.1% | -5.3% | +5.4% | -0.1% |
| 30D | -0.7% | +8.3% | -9.0% | -0.4% |
| 3M | +2.8% | +8.9% | -6.1% | +3.9% |
| 6M | +24.4% | -19.7% | +44.2% | +27.8% |
| YTD | +24.2% | -39.9% | +64.1% | +30.4% |
| 1Y | +24.5% | -36.4% | +60.9% | +29.9% |
| All | +24.5% | -37.1% | +61.6% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling