-23.8%
SPOT vs PEGA
-36.0%
+12.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -3.1% | -3.0% | -0.1% | -2.3% |
| 30D | +7.4% | +15.9% | -8.5% | +3.3% |
| 3M | +8.2% | +10.8% | -2.7% | +4.4% |
| 6M | +2.2% | -16.5% | +18.7% | +5.0% |
| YTD | -9.5% | -39.0% | +29.6% | -2.8% |
| 1Y | -23.8% | -37.3% | +13.4% | -17.6% |
| All | -23.8% | -36.0% | +12.2% | -17.6% |
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