+2,038.9%
STX vs PEGA
+94.9%
+1,944.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | +16.8% | -4.6% | +21.4% | +17.8% |
| 30D | -27.0% | -6.8% | -20.2% | -26.2% |
| 3M | -37.9% | +2.6% | -40.4% | -38.8% |
| 6M | -32.5% | -5.4% | -27.1% | -33.6% |
| YTD | +98.6% | -46.0% | +144.6% | +120.3% |
| 1Y | +93.6% | -45.6% | +139.2% | +114.4% |
| 3Y | +699.1% | +43.2% | +655.9% | +516.5% |
| 5Y | +481.0% | -45.3% | +526.3% | +489.4% |
| All | +2,038.9% | +94.9% | +1,944.0% | +1,044.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling