+10,374.7%
STX vs PEGA
+2,193.8%
+8,180.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.1% |
| 7D | -1.0% | -8.6% | +7.7% | +0.9% |
| 30D | -26.8% | -10.1% | -16.7% | -25.3% |
| 3M | -32.7% | -4.7% | -28.0% | -32.7% |
| 6M | -33.7% | -8.0% | -25.8% | -34.5% |
| YTD | +101.0% | -47.1% | +148.1% | +121.1% |
| 1Y | +92.7% | -47.5% | +140.2% | +112.5% |
| 3Y | +708.7% | +40.2% | +668.5% | +560.6% |
| 5Y | +504.0% | -45.7% | +549.8% | +490.7% |
| 10Y | +2,108.4% | +85.1% | +2,023.3% | +1,467.3% |
| All | +10,374.7% | +2,193.8% | +8,180.9% | +4,103.0% |
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