+3,676.0%
STX vs PEGA
+175.4%
+3,500.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.2% | +10.7% | +7.3% |
| 7D | +10.7% | -2.4% | +13.1% | +11.2% |
| 30D | +11.3% | +9.6% | +1.6% | +8.6% |
| 3M | +3.2% | +2.3% | +0.9% | +0.8% |
| 6M | +157.0% | -23.9% | +180.9% | +166.7% |
| YTD | +229.2% | -39.8% | +269.0% | +258.5% |
| 1Y | +381.8% | -37.4% | +419.3% | +415.8% |
| 3Y | +1,383.2% | +53.1% | +1,330.0% | +1,042.8% |
| 5Y | +1,144.9% | -47.2% | +1,192.1% | +1,207.7% |
| 10Y | +3,676.0% | +174.3% | +3,501.7% | +2,027.8% |
| All | +3,676.0% | +175.4% | +3,500.6% | +2,027.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling