+2,022.6%
STRL vs PEGA
-46.5%
+2,069.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +5.9% |
| 7D | +3.4% | +3.3% | +0.1% | +2.8% |
| 30D | -9.2% | +17.7% | -27.0% | -12.0% |
| 3M | -51.0% | +5.8% | -56.8% | -52.0% |
| 6M | +15.8% | -20.3% | +36.0% | +19.6% |
| YTD | +58.9% | -37.1% | +96.0% | +71.7% |
| 1Y | +68.5% | -30.2% | +98.7% | +76.2% |
| 3Y | +485.2% | +48.1% | +437.1% | +404.3% |
| All | +2,022.6% | -46.5% | +2,069.0% | +2,279.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling