+67.6%
SPY vs PEGA
-45.3%
+112.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.8% |
| 7D | -2.7% | -4.5% | +1.8% | -2.1% |
| 30D | -5.4% | -5.7% | +0.3% | -4.7% |
| 3M | -4.1% | +2.7% | -6.8% | -4.8% |
| 6M | +0.7% | -10.5% | +11.2% | +1.4% |
| YTD | +8.7% | -45.4% | +54.1% | +17.1% |
| 1Y | +10.9% | -44.7% | +55.6% | +19.2% |
| 3Y | +75.0% | +45.7% | +29.3% | +52.9% |
| All | +67.6% | -45.3% | +112.9% | +74.4% |
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