+6,465.4%
SU vs PEGA
+1,209.2%
+5,256.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +3.6% | +3.3% | +0.3% | +3.3% |
| 30D | +7.9% | +17.7% | -9.9% | +6.3% |
| 3M | +3.5% | +5.8% | -2.3% | +2.6% |
| 6M | +19.0% | -20.3% | +39.2% | +20.5% |
| YTD | +55.0% | -37.1% | +92.1% | +59.5% |
| 1Y | +71.2% | -30.2% | +101.4% | +74.2% |
| 3Y | +117.4% | +48.1% | +69.3% | +102.7% |
| 5Y | +335.2% | -46.8% | +382.0% | +333.4% |
| 10Y | +248.7% | +191.3% | +57.4% | +200.8% |
| All | +6,465.4% | +1,209.2% | +5,256.2% | +4,733.7% |
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