+301.7%
SPOT vs PEGA
+8.7%
+293.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.5% |
| 7D | -2.6% | -4.6% | +2.0% | -1.0% |
| 30D | +13.5% | -6.8% | +20.3% | +16.3% |
| 3M | +22.2% | +2.6% | +19.7% | +20.5% |
| 6M | +38.3% | -5.4% | +43.7% | +38.7% |
| YTD | +3.1% | -46.0% | +49.1% | +25.8% |
| 1Y | -7.6% | -45.6% | +38.0% | +12.2% |
| 3Y | +250.0% | +43.2% | +206.9% | +148.6% |
| 5Y | +113.3% | -45.3% | +158.6% | +131.4% |
| All | +301.7% | +8.7% | +293.0% | +172.8% |
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