+322.9%
SPYM vs PEGA
+170.9%
+152.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | -0.4% | -6.1% | +5.8% | +0.9% |
| 30D | -1.4% | +6.4% | -7.8% | -2.8% |
| 3M | +3.7% | +2.9% | +0.8% | +2.2% |
| 6M | +13.0% | -23.8% | +36.9% | +18.0% |
| YTD | +12.5% | -41.1% | +53.5% | +23.1% |
| 1Y | +18.6% | -38.2% | +56.8% | +27.7% |
| 3Y | +78.0% | +49.8% | +28.2% | +45.3% |
| 5Y | +82.3% | -48.0% | +130.3% | +95.1% |
| 10Y | +322.9% | +173.1% | +149.7% | +193.4% |
| All | +322.9% | +170.9% | +152.0% | +193.4% |
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