+52.0%
STT vs PEGA
-44.4%
+96.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -0.1% | -2.9% | +2.8% | 0.0% |
| 30D | -1.7% | -0.5% | -1.2% | -1.7% |
| 3M | -6.4% | +8.5% | -14.9% | -6.5% |
| 6M | +17.7% | -6.3% | +24.0% | +18.8% |
| YTD | +36.9% | -42.2% | +79.1% | +46.6% |
| 1Y | +52.0% | -43.4% | +95.5% | +65.3% |
| All | +52.0% | -44.4% | +96.5% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling