+45,687.3%
STRL vs PEGA
+1,209.2%
+44,478.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +5.8% |
| 7D | +3.4% | +3.3% | +0.1% | +3.1% |
| 30D | -9.2% | +17.7% | -27.0% | -10.8% |
| 3M | -51.0% | +5.8% | -56.8% | -51.7% |
| 6M | +15.8% | -20.3% | +36.0% | +17.0% |
| YTD | +58.9% | -37.1% | +96.0% | +63.5% |
| 1Y | +68.5% | -30.2% | +98.7% | +71.3% |
| 3Y | +485.2% | +48.1% | +437.1% | +448.6% |
| 5Y | +2,005.1% | -46.8% | +2,051.9% | +2,016.6% |
| 10Y | +7,118.0% | +191.3% | +6,926.6% | +6,293.0% |
| All | +45,687.3% | +1,209.2% | +44,478.1% | +33,993.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling