+250.1%
SPOT vs PEGA
+21.0%
+229.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -1.0% |
| 7D | -6.9% | -5.3% | -1.5% | -5.0% |
| 30D | +4.1% | +8.3% | -4.2% | +0.7% |
| 3M | +3.7% | +8.9% | -5.2% | -0.8% |
| 6M | -1.6% | -19.7% | +18.1% | +4.8% |
| YTD | -10.2% | -39.9% | +29.7% | +5.6% |
| 1Y | -25.9% | -36.4% | +10.5% | -15.9% |
| 3Y | +235.6% | +52.8% | +182.8% | +133.5% |
| 5Y | +110.6% | -45.7% | +156.2% | +132.9% |
| All | +250.1% | +21.0% | +229.1% | +128.8% |
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