-32.8%
STZ vs PEGA
-46.5%
+13.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.7% |
| 7D | -1.9% | +3.3% | -5.2% | -2.1% |
| 30D | -1.9% | +17.7% | -19.6% | -2.8% |
| 3M | -6.2% | +5.8% | -12.0% | -6.7% |
| 6M | -14.0% | -20.3% | +6.2% | -13.3% |
| YTD | -5.1% | -37.1% | +32.0% | -3.1% |
| 1Y | -9.6% | -30.2% | +20.6% | -8.4% |
| 3Y | -47.2% | +48.1% | -95.3% | -50.8% |
| All | -32.8% | -46.5% | +13.7% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling