+311.5%
SPY vs PEGA
+175.4%
+136.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +0.3% |
| 7D | +0.5% | -2.4% | +2.9% | +1.0% |
| 30D | -0.9% | +9.6% | -10.6% | -3.0% |
| 3M | +3.9% | +2.3% | +1.6% | +2.5% |
| 6M | +14.5% | -23.9% | +38.4% | +19.6% |
| YTD | +12.9% | -39.8% | +52.7% | +23.1% |
| 1Y | +19.4% | -37.4% | +56.8% | +28.2% |
| 3Y | +78.5% | +53.1% | +25.3% | +45.3% |
| 5Y | +81.8% | -47.2% | +129.0% | +93.8% |
| 10Y | +311.5% | +174.3% | +137.2% | +181.3% |
| All | +311.5% | +175.4% | +136.1% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling