+4,472.9%
STZ vs PEGA
+1,209.2%
+3,263.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | -1.9% | +3.3% | -5.2% | -2.1% |
| 30D | -1.9% | +17.7% | -19.6% | -3.0% |
| 3M | -6.2% | +5.8% | -12.0% | -6.8% |
| 6M | -14.0% | -20.3% | +6.2% | -13.1% |
| YTD | -5.1% | -37.1% | +32.0% | -2.9% |
| 1Y | -9.6% | -30.2% | +20.6% | -8.3% |
| 3Y | -47.2% | +48.1% | -95.3% | -50.1% |
| 5Y | -33.6% | -46.8% | +13.2% | -33.8% |
| 10Y | -9.8% | +191.3% | -201.1% | -19.6% |
| All | +4,472.9% | +1,209.2% | +3,263.6% | +3,345.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling