+410.2%
SPYG vs PEGA
+180.6%
+229.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.3% |
| 7D | -1.8% | -5.3% | +3.5% | -0.6% |
| 30D | -1.9% | +8.3% | -10.2% | -4.0% |
| 3M | +5.2% | +8.9% | -3.8% | +1.8% |
| 6M | +15.6% | -19.7% | +35.3% | +19.9% |
| YTD | +12.4% | -39.9% | +52.3% | +24.4% |
| 1Y | +17.5% | -36.4% | +53.8% | +27.1% |
| 3Y | +98.1% | +52.8% | +45.3% | +56.3% |
| 5Y | +84.9% | -45.7% | +130.6% | +97.0% |
| All | +410.2% | +180.6% | +229.6% | +255.8% |
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 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