+265.2%
SU vs PEGA
+184.6%
+80.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +2.2% | -3.0% | +5.2% | +2.6% |
| 30D | +8.4% | +15.9% | -7.5% | +6.1% |
| 3M | +12.1% | +10.8% | +1.2% | +9.8% |
| 6M | +19.7% | -16.5% | +36.2% | +21.6% |
| YTD | +58.4% | -39.0% | +97.4% | +67.7% |
| 1Y | +67.2% | -37.3% | +104.5% | +75.4% |
| 3Y | +125.0% | +59.2% | +65.9% | +88.5% |
| 5Y | +355.1% | -44.9% | +399.9% | +378.4% |
| All | +265.2% | +184.6% | +80.5% | +160.2% |
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