+126.1%
SRE vs PEGA
+170.9%
-44.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.3% |
| 7D | +1.5% | -6.1% | +7.6% | +2.2% |
| 30D | +0.8% | +6.4% | -5.6% | 0.0% |
| 3M | -5.8% | +2.9% | -8.7% | -6.6% |
| 6M | -7.8% | -23.8% | +16.0% | -5.5% |
| YTD | -2.4% | -41.1% | +38.7% | +2.9% |
| 1Y | +8.9% | -38.2% | +47.1% | +13.6% |
| 3Y | +31.1% | +49.8% | -18.8% | +15.5% |
| 5Y | +48.6% | -48.0% | +96.6% | +56.0% |
| 10Y | +126.1% | +173.1% | -47.0% | +67.0% |
| All | +126.1% | +170.9% | -44.7% | +67.0% |
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