+249.7%
SPOT vs PEGA
+44.6%
+205.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.2% |
| 7D | -2.6% | -4.6% | +2.0% | -1.6% |
| 30D | +13.5% | -6.8% | +20.3% | +15.1% |
| 3M | +22.2% | +2.6% | +19.7% | +21.5% |
| 6M | +38.3% | -5.4% | +43.7% | +38.8% |
| YTD | +3.1% | -46.0% | +49.1% | +14.3% |
| 1Y | -7.6% | -45.6% | +38.0% | +2.3% |
| All | +249.7% | +44.6% | +205.1% | +242.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling