+15.5%
STZ vs PEGA
+94.9%
-79.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.7% | +0.1% |
| 7D | 0.0% | -4.6% | +4.6% | +0.6% |
| 30D | +14.7% | -6.8% | +21.5% | +15.7% |
| 3M | +8.8% | +2.6% | +6.2% | +8.3% |
| 6M | +3.1% | -5.4% | +8.4% | +3.1% |
| YTD | +7.9% | -46.0% | +53.9% | +15.7% |
| 1Y | +14.2% | -45.6% | +59.8% | +22.1% |
| 3Y | -35.2% | +43.2% | -78.4% | -44.5% |
| 5Y | -29.6% | -45.3% | +15.7% | -26.9% |
| All | +15.5% | +94.9% | -79.4% | -18.2% |
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