+381.8%
STX vs PEGA
-35.6%
+417.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.2% | +10.7% | +5.4% |
| 7D | +10.7% | -2.4% | +13.1% | +10.2% |
| 30D | +11.3% | +9.6% | +1.6% | +14.2% |
| 3M | +3.2% | +2.3% | +0.9% | +8.6% |
| 6M | +157.0% | -23.9% | +180.9% | +168.2% |
| YTD | +229.2% | -39.8% | +269.0% | +251.1% |
| 1Y | +381.8% | -37.4% | +419.3% | +411.7% |
| All | +381.8% | -35.6% | +417.4% | +411.7% |
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