+19.8%
STLA vs PEGA
+99.2%
-79.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.8% |
| 7D | -6.4% | -10.0% | +3.6% | -3.7% |
| 30D | -1.3% | -12.7% | +11.3% | +2.1% |
| 3M | -19.9% | -4.6% | -15.3% | -19.2% |
| 6M | -42.9% | -13.1% | -29.8% | -41.5% |
| YTD | -59.4% | -47.6% | -11.8% | -53.3% |
| 1Y | -56.8% | -47.0% | -9.8% | -50.6% |
| 3Y | -73.1% | +42.0% | -115.1% | -78.8% |
| 5Y | -70.1% | -47.8% | -22.2% | -68.1% |
| 10Y | +19.8% | +92.0% | -72.2% | -16.5% |
| All | +19.8% | +99.2% | -79.4% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling