+422.5%
STM vs PEGA
+99.2%
+323.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.9% | +10.7% | +8.0% |
| 7D | -5.6% | -10.0% | +4.4% | -2.6% |
| 30D | -14.4% | -12.7% | -1.8% | -11.3% |
| 3M | -20.5% | -4.6% | -15.9% | -20.6% |
| 6M | -24.5% | -13.1% | -11.4% | -24.0% |
| YTD | +72.7% | -47.6% | +120.3% | +102.5% |
| 1Y | +91.0% | -47.0% | +138.0% | +122.6% |
| 3Y | +13.5% | +42.0% | -28.5% | -22.1% |
| 5Y | -9.2% | -47.8% | +38.6% | -2.9% |
| 10Y | +422.5% | +92.0% | +330.6% | +194.1% |
| All | +422.5% | +99.2% | +323.4% | +194.1% |
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