+1,019.5%
STX vs PEGA
-46.5%
+1,066.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.5% |
| 7D | +2.4% | +3.3% | -0.9% | +1.9% |
| 30D | +1.4% | +17.7% | -16.4% | -0.8% |
| 3M | -8.2% | +5.8% | -14.0% | -9.4% |
| 6M | +127.0% | -20.3% | +147.3% | +133.3% |
| YTD | +209.1% | -37.1% | +246.3% | +229.7% |
| 1Y | +365.4% | -30.2% | +395.6% | +383.5% |
| 3Y | +1,135.4% | +48.1% | +1,087.3% | +948.9% |
| All | +1,019.5% | -46.5% | +1,066.0% | +1,092.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling