+151.5%
SPMO vs PEGA
-48.2%
+199.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.1% |
| 7D | +2.7% | -6.1% | +8.8% | +3.4% |
| 30D | +1.1% | +6.4% | -5.3% | +0.2% |
| 3M | +2.0% | +2.9% | -0.9% | +1.1% |
| 6M | +26.5% | -23.8% | +50.4% | +30.2% |
| YTD | +26.5% | -41.1% | +67.6% | +34.4% |
| 1Y | +27.9% | -38.2% | +66.2% | +34.5% |
| 3Y | +160.4% | +49.8% | +110.5% | +134.9% |
| 5Y | +151.5% | -48.0% | +199.5% | +189.9% |
| All | +151.5% | -48.2% | +199.7% | +189.9% |
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 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