+1,091.2%
SSNC vs PEGA
+256.2%
+835.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.2% | -8.6% | +8.5% | +2.2% |
| 30D | -1.9% | -10.1% | +8.2% | +0.8% |
| 3M | -0.2% | -4.7% | +4.6% | +0.8% |
| 6M | +19.4% | -8.0% | +27.4% | +20.8% |
| YTD | -8.1% | -47.1% | +39.0% | +6.3% |
| 1Y | -5.3% | -47.5% | +42.2% | +9.6% |
| 3Y | +56.9% | +40.2% | +16.7% | +28.4% |
| 5Y | +8.0% | -45.7% | +53.8% | +9.8% |
| 10Y | +183.6% | +85.1% | +98.5% | +103.0% |
| All | +1,091.2% | +256.2% | +835.0% | +563.3% |
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