+128.5%
SRE vs PEGA
+94.9%
+33.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -1.1% | -4.6% | +3.5% | -0.6% |
| 30D | -4.1% | -6.8% | +2.7% | -3.5% |
| 3M | -7.3% | +2.6% | -9.9% | -7.9% |
| 6M | -14.1% | -5.4% | -8.8% | -14.4% |
| YTD | -8.5% | -46.0% | +37.5% | -2.8% |
| 1Y | -12.0% | -45.6% | +33.6% | -6.7% |
| 3Y | +23.4% | +43.2% | -19.8% | +8.8% |
| 5Y | +51.3% | -45.3% | +96.6% | +55.3% |
| All | +128.5% | +94.9% | +33.6% | +95.2% |
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 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