-28.4%
STZ vs PEGA
-43.7%
+15.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | +11.8% | -1.6% | +13.4% | +11.9% |
| 30D | +26.0% | -3.0% | +28.9% | +26.2% |
| 3M | +11.5% | +5.8% | +5.7% | +11.2% |
| 6M | -2.0% | -8.8% | +6.9% | -1.7% |
| YTD | +7.9% | -43.5% | +51.4% | +10.8% |
| 1Y | +13.9% | -43.4% | +57.3% | +17.0% |
| 3Y | -35.8% | +48.6% | -84.5% | -40.3% |
| 5Y | -28.4% | -43.3% | +14.9% | -30.7% |
| All | -28.4% | -43.7% | +15.3% | -30.7% |
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 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