+2,579.7%
SUI vs PEGA
+1,076.4%
+1,503.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | +8.8% | -1.6% | +10.4% | +8.9% |
| 30D | +8.9% | -3.0% | +11.9% | +9.2% |
| 3M | +2.0% | +5.8% | -3.8% | +1.4% |
| 6M | -0.6% | -8.8% | +8.2% | -0.3% |
| YTD | +1.3% | -43.5% | +44.9% | +5.2% |
| 1Y | +1.3% | -43.4% | +44.7% | +5.0% |
| 3Y | +16.3% | +48.6% | -32.3% | +9.0% |
| 5Y | -25.1% | -43.3% | +18.3% | -25.5% |
| 10Y | +121.1% | +109.7% | +11.4% | +98.8% |
| All | +2,579.7% | +1,076.4% | +1,503.3% | +1,910.0% |
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