+117.8%
SUI vs PEGA
+101.4%
+16.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.9% |
| 7D | +6.2% | -4.5% | +10.7% | +7.1% |
| 30D | +8.6% | -5.7% | +14.3% | +9.6% |
| 3M | +1.0% | +2.6% | -1.6% | +0.2% |
| 6M | -2.6% | -10.6% | +8.0% | -1.7% |
| YTD | -0.1% | -45.5% | +45.4% | +8.9% |
| 1Y | +0.5% | -44.8% | +45.3% | +9.1% |
| 3Y | +15.3% | +45.5% | -30.3% | -4.4% |
| 5Y | -26.1% | -45.3% | +19.2% | -25.2% |
| All | +117.8% | +101.4% | +16.3% | +75.7% |
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 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