+6.7%
SRE vs PEGA
-38.4%
+45.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.6% |
| 7D | +1.5% | -6.1% | +7.6% | +1.2% |
| 30D | +0.8% | +6.4% | -5.6% | +1.1% |
| 3M | -5.8% | +2.9% | -8.7% | -5.3% |
| 6M | -7.8% | -23.8% | +16.0% | -7.2% |
| YTD | -2.4% | -41.1% | +38.7% | -1.9% |
| All | +6.7% | -38.4% | +45.0% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling