+201.0%
STT vs PEGA
+99.2%
+101.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +4.2% |
| 7D | +0.9% | -10.0% | +10.9% | +3.5% |
| 30D | -2.3% | -12.7% | +10.3% | +0.7% |
| 3M | -7.0% | -4.6% | -2.4% | -6.6% |
| 6M | +15.5% | -13.1% | +28.6% | +17.2% |
| YTD | +35.6% | -47.6% | +83.2% | +54.6% |
| 1Y | +47.9% | -47.0% | +94.9% | +67.8% |
| 3Y | +181.1% | +42.0% | +139.1% | +119.9% |
| 5Y | +108.2% | -47.8% | +156.0% | +118.9% |
| 10Y | +201.0% | +92.0% | +109.0% | +114.2% |
| All | +201.0% | +99.2% | +101.8% | +114.2% |
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