+463.1%
STM vs PEGA
+94.5%
+368.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +1.4% | -8.6% | +10.1% | +4.2% |
| 30D | -8.4% | -10.1% | +1.7% | -5.8% |
| 3M | -15.8% | -4.7% | -11.1% | -15.9% |
| 6M | -22.8% | -8.0% | -14.9% | -23.8% |
| YTD | +79.4% | -47.1% | +126.5% | +109.8% |
| 1Y | +97.0% | -47.5% | +144.4% | +130.4% |
| 3Y | +14.2% | +40.2% | -26.1% | -21.2% |
| 5Y | -4.5% | -45.7% | +41.3% | -0.1% |
| 10Y | +463.1% | +85.1% | +378.0% | +212.4% |
| All | +463.1% | +94.5% | +368.6% | +212.4% |
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