+85.0%
SPYG vs PEGA
-48.2%
+133.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | +0.3% | -6.1% | +6.5% | +1.4% |
| 30D | -1.7% | +6.4% | -8.1% | -2.9% |
| 3M | +3.6% | +2.9% | +0.7% | +2.4% |
| 6M | +16.6% | -23.8% | +40.4% | +21.3% |
| YTD | +13.4% | -41.1% | +54.4% | +23.1% |
| 1Y | +19.6% | -38.2% | +57.8% | +27.9% |
| 3Y | +99.8% | +49.8% | +49.9% | +69.6% |
| 5Y | +85.0% | -48.0% | +133.0% | +106.7% |
| All | +85.0% | -48.2% | +133.1% | +106.7% |
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