+239.2%
STRL vs PEGA
+43.4%
+195.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +3.9% |
| 7D | -26.9% | -4.5% | -22.4% | -26.5% |
| 30D | -52.7% | -5.7% | -47.0% | -52.4% |
| 3M | -52.8% | +2.6% | -55.4% | -53.3% |
| 6M | -71.5% | -10.6% | -60.9% | -71.3% |
| YTD | -17.4% | -45.5% | +28.0% | -7.8% |
| 1Y | -35.0% | -44.8% | +9.8% | -27.5% |
| 3Y | +239.2% | +45.5% | +193.7% | +210.5% |
| All | +239.2% | +43.4% | +195.8% | +210.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling