+402.1%
SPYG vs PEGA
+94.9%
+307.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.8% |
| 7D | +4.2% | -4.6% | +8.8% | +5.3% |
| 30D | -7.4% | -6.8% | -0.6% | -6.1% |
| 3M | -5.3% | +2.6% | -7.8% | -6.5% |
| 6M | -1.2% | -5.4% | +4.2% | -1.7% |
| YTD | +9.0% | -46.0% | +55.0% | +23.4% |
| 1Y | +8.8% | -45.6% | +54.4% | +22.7% |
| 3Y | +92.8% | +43.2% | +49.6% | +52.8% |
| 5Y | +69.3% | -45.3% | +114.5% | +77.5% |
| All | +402.1% | +94.9% | +307.1% | +257.0% |
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 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