-4.6%
STM vs PEGA
-44.5%
+39.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +12.0% | +0.1% | +11.9% | +11.9% |
| 30D | -0.4% | -4.1% | +3.8% | 0.0% |
| 3M | -13.2% | -2.8% | -10.4% | -13.4% |
| 6M | -26.1% | -0.4% | -25.6% | -27.5% |
| YTD | +81.2% | -45.4% | +126.6% | +99.8% |
| 1Y | +98.3% | -42.6% | +140.9% | +115.8% |
| 3Y | +16.7% | +45.4% | -28.7% | -6.5% |
| All | -4.6% | -44.5% | +39.9% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling