+535.5%
SPYG vs PEGA
+1,938.9%
-1,403.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -1.5% | -8.6% | +7.1% | -0.2% |
| 30D | -7.2% | -10.1% | +2.9% | -5.9% |
| 3M | -4.6% | -4.7% | +0.1% | -4.3% |
| 6M | -1.2% | -8.0% | +6.7% | -1.0% |
| YTD | +9.3% | -47.1% | +56.4% | +17.8% |
| 1Y | +8.8% | -47.5% | +56.3% | +17.3% |
| 3Y | +93.3% | +40.2% | +53.1% | +74.3% |
| 5Y | +71.7% | -45.7% | +117.5% | +72.3% |
| 10Y | +399.8% | +85.1% | +314.7% | +326.1% |
| All | +535.5% | +1,938.9% | -1,403.4% | +276.1% |
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