+68.5%
STRL vs PEGA
-30.0%
+98.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +5.6% |
| 7D | +3.4% | +3.3% | +0.1% | +4.1% |
| 30D | -9.2% | +17.7% | -27.0% | -6.1% |
| 3M | -51.0% | +5.8% | -56.8% | -48.4% |
| 6M | +15.8% | -20.3% | +36.0% | +21.0% |
| YTD | +58.9% | -37.1% | +96.0% | +67.6% |
| 1Y | +68.5% | -30.2% | +98.7% | +69.4% |
| All | +68.5% | -30.0% | +98.5% | +69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling