+75.2%
STRL vs PEGA
-35.6%
+110.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.2% | +7.4% | +2.4% |
| 7D | +10.1% | -2.4% | +12.5% | +9.6% |
| 30D | -8.2% | +9.6% | -17.8% | -6.3% |
| 3M | -43.7% | +2.3% | -46.0% | -41.1% |
| 6M | +27.1% | -23.9% | +51.0% | +32.0% |
| YTD | +64.0% | -39.8% | +103.8% | +72.2% |
| 1Y | +75.2% | -37.4% | +112.6% | +85.5% |
| All | +75.2% | -35.6% | +110.7% | +85.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling