+355.7%
SU vs PEGA
-47.2%
+402.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | +1.7% | -5.3% | +7.0% | +1.9% |
| 30D | +9.6% | +8.3% | +1.3% | +9.1% |
| 3M | +11.7% | +8.9% | +2.8% | +11.0% |
| 6M | +21.9% | -19.7% | +41.6% | +23.1% |
| YTD | +58.6% | -39.9% | +98.5% | +63.0% |
| 1Y | +66.5% | -36.4% | +102.9% | +70.0% |
| 3Y | +121.4% | +52.8% | +68.6% | +105.6% |
| 5Y | +355.7% | -45.7% | +401.4% | +346.1% |
| All | +355.7% | -47.2% | +402.9% | +346.1% |
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