+17.4%
SSNC vs PEGA
-47.9%
+65.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -3.0% |
| 7D | -1.8% | -2.4% | +0.6% | -1.3% |
| 30D | +1.9% | +9.6% | -7.7% | -0.1% |
| 3M | +18.4% | +2.3% | +16.1% | +17.1% |
| 6M | +7.0% | -23.9% | +30.9% | +11.7% |
| YTD | -6.9% | -39.8% | +32.8% | +1.1% |
| 1Y | -8.2% | -37.4% | +29.2% | -1.4% |
| 3Y | +50.5% | +53.1% | -2.6% | +27.9% |
| 5Y | +17.4% | -47.2% | +64.6% | +17.6% |
| All | +17.4% | -47.9% | +65.3% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling