+1,154.3%
SSNC vs PEGA
+323.6%
+830.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +0.6% | +3.3% | -2.7% | -0.2% |
| 30D | +6.0% | +17.7% | -11.7% | +1.3% |
| 3M | +21.0% | +5.8% | +15.2% | +18.3% |
| 6M | +12.1% | -20.3% | +32.3% | +17.5% |
| YTD | -3.2% | -37.1% | +33.9% | +7.2% |
| 1Y | -4.4% | -30.2% | +25.8% | +2.3% |
| 3Y | +51.6% | +48.1% | +3.5% | +22.7% |
| 5Y | +21.1% | -46.8% | +67.9% | +24.8% |
| 10Y | +177.7% | +191.3% | -13.6% | +77.7% |
| All | +1,154.3% | +323.6% | +830.8% | +568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling