+2,071.0%
STX vs PEGA
+99.2%
+1,971.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.9% | +13.7% | +10.6% |
| 7D | -14.8% | -10.0% | -4.8% | -13.0% |
| 30D | -35.4% | -12.7% | -22.7% | -33.7% |
| 3M | -37.7% | -4.6% | -33.1% | -37.7% |
| 6M | -35.2% | -13.1% | -22.1% | -35.0% |
| YTD | +84.4% | -47.6% | +132.0% | +105.8% |
| 1Y | +82.3% | -47.0% | +129.3% | +102.9% |
| 3Y | +646.2% | +42.0% | +604.2% | +475.1% |
| 5Y | +487.4% | -47.8% | +535.3% | +504.1% |
| 10Y | +2,071.0% | +92.0% | +1,979.1% | +1,073.1% |
| All | +2,071.0% | +99.2% | +1,971.9% | +1,073.1% |
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