+154.5%
STT vs PEGA
-46.5%
+200.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.7% |
| 3M | +20.0% | +5.8% | +14.2% | +17.9% |
| 6M | +55.3% | -20.3% | +75.6% | +60.2% |
| YTD | +53.3% | -37.1% | +90.5% | +64.7% |
| 1Y | +74.7% | -30.2% | +104.9% | +82.6% |
| 3Y | +205.8% | +48.1% | +157.7% | +157.5% |
| All | +154.5% | -46.5% | +200.9% | +176.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling