+673.8%
STX vs PEGA
+46.3%
+627.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.1% |
| 7D | +14.6% | +0.1% | +14.5% | +14.6% |
| 30D | -26.0% | -4.1% | -21.8% | -25.9% |
| 3M | -42.6% | -2.8% | -39.8% | -42.7% |
| 6M | -35.3% | -0.4% | -34.8% | -35.4% |
| YTD | +92.5% | -45.4% | +137.8% | +105.3% |
| 1Y | +102.4% | -42.6% | +145.0% | +114.2% |
| 3Y | +673.8% | +45.4% | +628.4% | +608.6% |
| All | +673.8% | +46.3% | +627.5% | +608.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling