+21.1%
STM vs PEGA
+48.1%
-26.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.1% |
| 7D | +5.2% | -2.4% | +7.6% | +5.5% |
| 30D | -7.4% | +9.6% | -17.0% | -8.3% |
| 3M | -30.6% | +2.3% | -33.0% | -30.9% |
| 6M | +66.4% | -23.9% | +90.3% | +72.5% |
| YTD | +101.1% | -39.8% | +140.9% | +116.3% |
| 1Y | +97.4% | -37.4% | +134.8% | +109.7% |
| 3Y | +21.1% | +53.1% | -32.0% | +5.7% |
| All | +21.1% | +48.1% | -26.9% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling