+661.5%
STM vs PEGA
+191.9%
+469.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.2% |
| 7D | +5.8% | +3.3% | +2.5% | +4.7% |
| 30D | -1.0% | +17.7% | -18.8% | -6.3% |
| 3M | -33.3% | +5.8% | -39.1% | -35.7% |
| 6M | +57.4% | -20.3% | +77.6% | +64.3% |
| YTD | +102.2% | -37.1% | +139.3% | +126.3% |
| 1Y | +99.6% | -30.2% | +129.8% | +112.4% |
| 3Y | +14.5% | +48.1% | -33.6% | -19.5% |
| 5Y | +21.4% | -46.8% | +68.2% | +35.4% |
| All | +661.5% | +191.9% | +469.7% | +315.1% |
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