+57.9%
SSNC vs PEGA
+41.6%
+16.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.2% | -8.6% | +8.5% | +1.5% |
| 30D | -1.9% | -10.1% | +8.2% | -0.1% |
| 3M | -0.2% | -4.7% | +4.6% | +0.6% |
| 6M | +19.4% | -8.0% | +27.4% | +20.3% |
| YTD | -8.1% | -47.1% | +39.0% | -0.1% |
| 1Y | -5.3% | -47.5% | +42.2% | +3.0% |
| All | +57.9% | +41.6% | +16.2% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling