+120.1%
SPOT vs PEGA
-44.5%
+164.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +16.9% | -4.1% | +21.1% | +18.4% |
| 3M | +23.0% | -2.8% | +25.8% | +23.7% |
| 6M | +42.2% | -0.4% | +42.6% | +40.4% |
| YTD | +5.5% | -45.4% | +50.9% | +25.0% |
| 1Y | -5.1% | -42.6% | +37.6% | +10.5% |
| 3Y | +257.9% | +45.4% | +212.5% | +164.5% |
| All | +120.1% | -44.5% | +164.6% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling