+16.3%
STZ vs PEGA
+97.3%
-81.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +15.2% | -4.1% | +19.3% | +15.8% |
| 3M | +7.6% | -2.8% | +10.5% | +7.9% |
| 6M | +5.3% | -0.4% | +5.7% | +4.6% |
| YTD | +8.6% | -45.4% | +54.0% | +16.3% |
| 1Y | +15.6% | -42.6% | +58.2% | +22.7% |
| 3Y | -35.2% | +45.4% | -80.6% | -44.6% |
| 5Y | -29.1% | -44.6% | +15.5% | -26.5% |
| All | +16.3% | +97.3% | -81.0% | -17.8% |
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 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