+262.0%
STT vs PEGA
+175.4%
+86.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.2% |
| 7D | +2.2% | -2.4% | +4.6% | +2.8% |
| 30D | +3.9% | +9.6% | -5.7% | +1.3% |
| 3M | +19.2% | +2.3% | +16.8% | +17.0% |
| 6M | +60.4% | -23.9% | +84.3% | +68.5% |
| YTD | +51.5% | -39.8% | +91.2% | +67.6% |
| 1Y | +76.3% | -37.4% | +113.7% | +91.7% |
| 3Y | +200.7% | +53.1% | +147.6% | +133.5% |
| 5Y | +157.5% | -47.2% | +204.7% | +174.9% |
| 10Y | +262.0% | +174.3% | +87.6% | +123.4% |
| All | +262.0% | +175.4% | +86.6% | +123.4% |
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 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