-1.7%
SUI vs PEGA
-46.9%
+45.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +3.4% | -8.2% | +11.6% | +4.0% |
| 30D | +4.6% | -11.6% | +16.2% | +5.5% |
| 3M | +1.6% | -4.2% | +5.7% | +2.0% |
| 6M | -3.5% | -12.0% | +8.5% | -3.4% |
| YTD | -1.0% | -46.9% | +45.9% | -0.3% |
| 1Y | -1.7% | -47.0% | +45.3% | -1.0% |
| All | -1.7% | -46.9% | +45.2% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling