+8,652.1%
STX vs PEGA
+2,267.6%
+6,384.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.4% |
| 7D | -28.5% | -4.5% | -24.0% | -27.7% |
| 30D | -42.9% | -5.7% | -37.2% | -42.3% |
| 3M | -45.9% | +2.7% | -48.6% | -46.7% |
| 6M | -41.3% | -10.5% | -30.8% | -41.6% |
| YTD | +67.9% | -45.4% | +113.4% | +83.7% |
| 1Y | +66.5% | -44.7% | +111.3% | +81.7% |
| 3Y | +588.0% | +45.7% | +542.3% | +457.8% |
| 5Y | +449.1% | -45.3% | +494.3% | +437.0% |
| 10Y | +1,982.8% | +102.6% | +1,880.3% | +1,350.7% |
| All | +8,652.1% | +2,267.6% | +6,384.6% | +3,392.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling