-9.6%
SSNC vs PEGA
-36.0%
+26.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.3% |
| 7D | -4.0% | -3.0% | -1.0% | -3.3% |
| 30D | +0.5% | +15.9% | -15.4% | -3.2% |
| 3M | +18.9% | +10.8% | +8.1% | +14.7% |
| 6M | +10.8% | -16.5% | +27.3% | +13.3% |
| YTD | -7.1% | -39.0% | +31.9% | -0.6% |
| 1Y | -9.6% | -37.3% | +27.7% | -4.6% |
| All | -9.6% | -36.0% | +26.4% | -4.6% |
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