+5,131.7%
STZ vs PEGA
+1,104.1%
+4,027.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +13.0% | -2.9% | +15.8% | +13.2% |
| 30D | +29.4% | -0.5% | +29.9% | +29.4% |
| 3M | +11.6% | +8.5% | +3.1% | +10.9% |
| 6M | -0.2% | -6.3% | +6.0% | -0.1% |
| YTD | +8.6% | -42.2% | +50.7% | +11.7% |
| 1Y | +15.9% | -43.4% | +59.4% | +19.5% |
| 3Y | -35.4% | +52.1% | -87.5% | -39.1% |
| 5Y | -26.9% | -42.2% | +15.4% | -27.5% |
| 10Y | +7.8% | +114.6% | -106.9% | -2.2% |
| All | +5,131.7% | +1,104.1% | +4,027.6% | +3,863.9% |
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