+2,573.8%
STT vs PEGA
+1,209.2%
+1,364.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | +20.0% | +5.8% | +14.2% | +18.4% |
| 6M | +55.3% | -20.3% | +75.6% | +58.1% |
| YTD | +53.3% | -37.1% | +90.5% | +60.0% |
| 1Y | +74.7% | -30.2% | +104.9% | +79.4% |
| 3Y | +205.8% | +48.1% | +157.7% | +179.1% |
| 5Y | +145.0% | -46.8% | +191.8% | +146.7% |
| 10Y | +266.0% | +191.3% | +74.7% | +204.4% |
| All | +2,573.8% | +1,209.2% | +1,364.5% | +1,574.6% |
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