+207.3%
STT vs PEGA
+55.9%
+151.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | +0.5% | +3.3% | -2.8% | +0.1% |
| 30D | +3.9% | +17.7% | -13.9% | +1.8% |
| 3M | +20.0% | +5.8% | +14.2% | +18.8% |
| 6M | +55.3% | -20.3% | +75.6% | +59.3% |
| YTD | +53.3% | -37.1% | +90.5% | +62.4% |
| 1Y | +74.7% | -30.2% | +104.9% | +81.2% |
| All | +207.3% | +55.9% | +151.4% | +166.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling