+828.4%
SPYM vs PEGA
+2,299.6%
-1,471.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.1% | +3.3% | -3.2% | -0.5% |
| 30D | +0.1% | +17.7% | -17.7% | -3.0% |
| 3M | +2.0% | +5.8% | -3.8% | +0.2% |
| 6M | +13.1% | -20.3% | +33.3% | +16.3% |
| YTD | +13.6% | -37.1% | +50.8% | +21.2% |
| 1Y | +20.1% | -30.2% | +50.3% | +24.9% |
| 3Y | +77.6% | +48.1% | +29.4% | +53.1% |
| 5Y | +82.5% | -46.8% | +129.3% | +83.9% |
| 10Y | +317.6% | +191.3% | +126.3% | +207.0% |
| All | +828.4% | +2,299.6% | -1,471.2% | +356.3% |
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