+573.2%
SPMO vs PEGA
+193.3%
+379.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.8% |
| 7D | +2.0% | +3.3% | -1.3% | +1.4% |
| 30D | -0.4% | +17.7% | -18.1% | -3.7% |
| 3M | -1.9% | +5.8% | -7.7% | -4.0% |
| 6M | +25.0% | -20.3% | +45.3% | +29.0% |
| YTD | +26.0% | -37.1% | +63.2% | +35.7% |
| 1Y | +28.7% | -30.2% | +58.9% | +34.5% |
| 3Y | +160.9% | +48.1% | +112.8% | +117.5% |
| 5Y | +147.9% | -46.8% | +194.7% | +169.2% |
| 10Y | +518.9% | +191.3% | +327.6% | +371.9% |
| All | +573.2% | +193.3% | +379.9% | +409.4% |
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