+2,495.5%
SUI vs PEGA
+1,209.2%
+1,286.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.3% |
| 7D | -2.8% | +3.3% | -6.1% | -3.1% |
| 30D | -1.2% | +17.7% | -18.9% | -2.6% |
| 3M | -1.7% | +5.8% | -7.5% | -2.5% |
| 6M | -10.5% | -20.3% | +9.8% | -9.3% |
| YTD | -1.8% | -37.1% | +35.3% | +1.1% |
| 1Y | -4.1% | -30.2% | +26.1% | -2.3% |
| 3Y | +11.3% | +48.1% | -36.9% | +4.4% |
| 5Y | -32.1% | -46.8% | +14.7% | -32.2% |
| 10Y | +110.4% | +191.3% | -80.9% | +84.8% |
| All | +2,495.5% | +1,209.2% | +1,286.3% | +1,831.0% |
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 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