+12.5%
SPYM vs PEGA
-47.0%
+59.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -0.9% | -8.6% | +7.7% | -0.5% |
| 30D | -2.4% | -10.1% | +7.7% | -1.9% |
| 3M | -1.1% | -4.7% | +3.6% | -1.0% |
| 6M | +3.3% | -8.0% | +11.3% | +3.7% |
| YTD | +12.4% | -47.1% | +59.5% | +18.2% |
| 1Y | +12.5% | -47.5% | +60.0% | +18.4% |
| All | +12.5% | -47.0% | +59.6% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling