-39.8%
STLA vs PEGA
-35.6%
-4.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -2.9% |
| 7D | +0.7% | -2.4% | +3.1% | +0.8% |
| 30D | -2.4% | +9.6% | -12.0% | -2.5% |
| 3M | -23.9% | +2.3% | -26.2% | -24.1% |
| 6M | -24.6% | -23.9% | -0.7% | -25.3% |
| YTD | -50.5% | -39.8% | -10.7% | -48.7% |
| 1Y | -39.8% | -37.4% | -2.4% | -37.8% |
| All | -39.8% | -35.6% | -4.3% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling