+3,667.9%
STRL vs PEGA
+97.3%
+3,570.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.3% |
| 7D | +15.7% | +0.1% | +15.6% | +15.4% |
| 30D | -35.5% | -4.1% | -31.3% | -35.1% |
| 3M | -47.1% | -2.8% | -44.3% | -47.4% |
| 6M | -65.8% | -0.4% | -65.3% | -66.9% |
| YTD | -4.5% | -45.4% | +40.9% | +7.2% |
| 1Y | -10.5% | -42.6% | +32.1% | -1.0% |
| 3Y | +340.6% | +45.4% | +295.2% | +245.2% |
| 5Y | +911.0% | -44.6% | +955.6% | +972.0% |
| All | +3,667.9% | +97.3% | +3,570.6% | +2,726.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling