-7.6%
SPOT vs PEGA
-46.7%
+39.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.4% |
| 7D | -2.6% | -4.6% | +2.0% | -1.2% |
| 30D | +13.5% | -6.8% | +20.3% | +15.9% |
| 3M | +22.2% | +2.6% | +19.7% | +21.3% |
| 6M | +38.3% | -5.4% | +43.7% | +38.9% |
| YTD | +3.1% | -46.0% | +49.1% | +21.2% |
| 1Y | -7.6% | -45.6% | +38.0% | +7.9% |
| All | -7.6% | -46.7% | +39.1% | +7.9% |
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