+82.3%
SPYM vs PEGA
-47.9%
+130.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | 0.0% |
| 7D | +0.6% | -2.4% | +3.0% | +0.9% |
| 30D | -0.9% | +9.6% | -10.6% | -2.3% |
| 3M | +3.9% | +2.3% | +1.6% | +3.0% |
| 6M | +14.5% | -23.9% | +38.4% | +18.3% |
| YTD | +13.0% | -39.8% | +52.8% | +20.3% |
| 1Y | +19.4% | -37.4% | +56.8% | +25.9% |
| 3Y | +78.9% | +53.1% | +25.7% | +55.8% |
| 5Y | +82.3% | -47.2% | +129.6% | +95.9% |
| All | +82.3% | -47.9% | +130.3% | +95.9% |
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 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