+73.5%
SPYM vs PEGA
-46.7%
+120.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -0.6% | -8.2% | +7.6% | +0.6% |
| 30D | -3.7% | -11.6% | +7.9% | -2.1% |
| 3M | -2.7% | -4.2% | +1.4% | -2.5% |
| 6M | +2.2% | -12.0% | +14.2% | +3.2% |
| YTD | +10.9% | -46.9% | +57.8% | +19.9% |
| 1Y | +11.3% | -47.0% | +58.3% | +20.2% |
| 3Y | +76.8% | +40.9% | +36.0% | +55.5% |
| 5Y | +73.5% | -45.4% | +118.9% | +79.2% |
| All | +73.5% | -46.7% | +120.2% | +79.2% |
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