+264.0%
SPOT vs PEGA
+26.6%
+237.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | -0.9% | +3.3% | -4.2% | -2.1% |
| 30D | +12.5% | +17.7% | -5.3% | +5.5% |
| 3M | +9.9% | +5.8% | +4.1% | +6.2% |
| 6M | +1.6% | -20.3% | +21.8% | +8.5% |
| YTD | -6.6% | -37.1% | +30.5% | +7.9% |
| 1Y | -22.9% | -30.2% | +7.3% | -15.6% |
| 3Y | +244.3% | +48.1% | +196.2% | +144.6% |
| 5Y | +117.8% | -46.8% | +164.6% | +145.4% |
| All | +264.0% | +26.6% | +237.4% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling