+189.9%
STLA vs PEGA
+384.6%
-194.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.6% |
| 7D | -4.5% | -4.5% | 0.0% | -3.5% |
| 30D | -3.9% | -5.7% | +1.8% | -2.8% |
| 3M | -20.2% | +2.6% | -22.7% | -20.8% |
| 6M | -42.2% | -10.6% | -31.6% | -41.4% |
| YTD | -59.3% | -45.5% | -13.8% | -54.7% |
| 1Y | -56.1% | -44.8% | -11.3% | -51.3% |
| 3Y | -73.7% | +45.5% | -119.2% | -78.0% |
| 5Y | -70.3% | -45.3% | -25.0% | -70.2% |
| 10Y | +23.1% | +102.4% | -79.3% | -6.7% |
| All | +189.9% | +384.6% | -194.7% | +109.4% |
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