+1,172.4%
STM vs PEGA
+1,035.4%
+137.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +5.0% |
| 7D | -10.7% | -4.5% | -6.2% | -10.1% |
| 30D | -25.7% | -5.7% | -20.1% | -25.2% |
| 3M | -21.6% | +2.6% | -24.1% | -22.4% |
| 6M | -27.8% | -10.6% | -17.2% | -27.8% |
| YTD | +61.8% | -45.5% | +107.2% | +73.7% |
| 1Y | +78.1% | -44.8% | +122.9% | +90.7% |
| 3Y | +4.9% | +45.5% | -40.6% | -8.2% |
| 5Y | -14.3% | -45.3% | +31.1% | -14.4% |
| 10Y | +414.1% | +102.4% | +311.7% | +327.3% |
| All | +1,172.4% | +1,035.4% | +137.0% | +495.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling