+169.2%
SSNC vs PEGA
+170.9%
-1.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | -3.9% | -6.1% | +2.2% | -2.1% |
| 30D | -0.2% | +6.4% | -6.6% | -2.1% |
| 3M | +15.9% | +2.9% | +13.0% | +14.1% |
| 6M | +7.5% | -23.8% | +31.3% | +14.5% |
| YTD | -8.2% | -41.1% | +32.8% | +4.3% |
| 1Y | -9.3% | -38.2% | +28.9% | +0.9% |
| 3Y | +48.5% | +49.8% | -1.4% | +15.0% |
| 5Y | +16.0% | -48.0% | +64.0% | +27.7% |
| 10Y | +169.2% | +173.1% | -4.0% | +62.8% |
| All | +169.2% | +170.9% | -1.7% | +62.8% |
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