+1.5%
STLA vs PEGA
+97.3%
-95.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.4% |
| 7D | -13.8% | +0.1% | -13.9% | -13.9% |
| 30D | -10.5% | -4.1% | -6.4% | -9.7% |
| 3M | -28.9% | -2.8% | -26.0% | -28.5% |
| 6M | -49.7% | -0.4% | -49.3% | -50.4% |
| YTD | -64.9% | -45.4% | -19.5% | -60.1% |
| 1Y | -64.0% | -42.6% | -21.4% | -59.8% |
| 3Y | -77.4% | +45.4% | -122.8% | -82.4% |
| 5Y | -74.4% | -44.6% | -29.8% | -73.3% |
| All | +1.5% | +97.3% | -95.8% | -30.6% |
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 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