+3,446.0%
STX vs PEGA
+187.4%
+3,258.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.5% |
| 7D | +2.4% | +3.3% | -0.9% | +1.6% |
| 30D | +1.4% | +17.7% | -16.4% | -2.4% |
| 3M | -8.2% | +5.8% | -14.0% | -10.8% |
| 6M | +127.0% | -20.3% | +147.3% | +133.5% |
| YTD | +209.1% | -37.1% | +246.3% | +234.0% |
| 1Y | +365.4% | -30.2% | +395.6% | +385.3% |
| 3Y | +1,135.4% | +48.1% | +1,087.3% | +868.0% |
| 5Y | +991.5% | -46.8% | +1,038.3% | +1,053.9% |
| All | +3,446.0% | +187.4% | +3,258.6% | +1,882.4% |
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 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