+1.1%
STZ vs PEGA
+101.4%
-100.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.3% |
| 7D | +4.9% | -4.5% | +9.4% | +5.6% |
| 30D | +20.9% | -5.7% | +26.5% | +21.8% |
| 3M | +8.0% | +2.6% | +5.4% | +7.5% |
| 6M | -5.3% | -10.6% | +5.3% | -4.5% |
| YTD | +5.9% | -45.5% | +51.4% | +13.4% |
| 1Y | +14.2% | -44.8% | +59.0% | +21.9% |
| 3Y | -37.0% | +45.5% | -82.5% | -46.1% |
| 5Y | -29.7% | -45.3% | +15.6% | -26.9% |
| All | +1.1% | +101.4% | -100.3% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling