+392.6%
STM vs PEGA
+101.6%
+291.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +5.5% |
| 7D | -10.7% | -4.5% | -6.2% | -9.5% |
| 30D | -25.7% | -5.7% | -20.1% | -24.8% |
| 3M | -21.6% | +2.7% | -24.2% | -23.3% |
| 6M | -27.8% | -10.5% | -17.3% | -27.9% |
| YTD | +61.8% | -45.4% | +107.2% | +87.6% |
| 1Y | +78.1% | -44.7% | +122.8% | +105.0% |
| 3Y | +4.9% | +45.7% | -40.8% | -28.4% |
| 5Y | -14.3% | -45.3% | +31.0% | -9.8% |
| All | +392.6% | +101.6% | +291.0% | +174.4% |
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 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