+123.8%
STX vs PEGA
-44.4%
+168.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | 0.0% | -8.2% | -8.1% |
| 7D | -20.2% | -2.9% | -17.3% | -20.8% |
| 30D | -37.2% | -0.5% | -36.7% | -37.1% |
| 3M | -34.1% | +8.5% | -42.5% | -32.0% |
| 6M | -24.5% | -6.3% | -18.2% | -20.5% |
| YTD | +102.9% | -42.2% | +145.1% | +129.0% |
| 1Y | +123.8% | -43.4% | +167.2% | +153.4% |
| All | +123.8% | -44.4% | +168.2% | +153.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling