+2,178.7%
STT vs PEGA
+1,036.4%
+1,142.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.6% |
| 7D | -2.5% | -4.5% | +2.0% | -1.9% |
| 30D | -5.0% | -5.7% | +0.7% | -4.4% |
| 3M | -10.5% | +2.7% | -13.1% | -11.1% |
| 6M | +10.0% | -10.5% | +20.5% | +10.5% |
| YTD | +30.7% | -45.4% | +76.1% | +38.5% |
| 1Y | +43.8% | -44.7% | +88.5% | +52.0% |
| 3Y | +168.1% | +45.7% | +122.4% | +144.9% |
| 5Y | +101.4% | -45.3% | +146.7% | +102.0% |
| 10Y | +211.3% | +102.6% | +108.8% | +169.2% |
| All | +2,178.7% | +1,036.4% | +1,142.3% | +1,349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling