+528.0%
SPYG vs PEGA
+2,006.5%
-1,478.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | +2.3% | +0.1% | +2.3% | +2.3% |
| 30D | -6.5% | -4.1% | -2.3% | -6.0% |
| 3M | -6.8% | -2.8% | -4.0% | -6.8% |
| 6M | -3.1% | -0.4% | -2.7% | -4.1% |
| YTD | +8.0% | -45.4% | +53.4% | +15.9% |
| 1Y | +10.2% | -42.6% | +52.8% | +17.3% |
| 3Y | +91.0% | +45.4% | +45.6% | +71.3% |
| 5Y | +67.7% | -44.6% | +112.3% | +67.8% |
| 10Y | +393.9% | +91.2% | +302.7% | +319.1% |
| All | +528.0% | +2,006.5% | -1,478.5% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling