+183.1%
STT vs PEGA
+46.3%
+136.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.3% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +3.9% | -4.1% | +8.1% | +4.3% |
| 3M | -8.2% | -2.8% | -5.3% | -8.1% |
| 6M | +15.6% | -0.4% | +16.0% | +14.8% |
| YTD | +37.6% | -45.4% | +83.0% | +47.7% |
| 1Y | +50.1% | -42.6% | +92.7% | +59.7% |
| 3Y | +183.1% | +45.4% | +137.6% | +157.4% |
| All | +183.1% | +46.3% | +136.7% | +157.4% |
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