+220.0%
SIMO vs PEGA
-30.0%
+250.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.5% |
| 7D | +4.2% | +3.3% | +0.9% | +5.1% |
| 30D | +4.1% | +17.7% | -13.7% | +8.7% |
| 3M | -12.9% | +5.8% | -18.7% | -7.1% |
| 6M | +110.3% | -20.3% | +130.6% | +126.5% |
| YTD | +178.6% | -37.1% | +215.7% | +226.4% |
| 1Y | +220.0% | -30.2% | +250.2% | +259.8% |
| All | +220.0% | -30.0% | +250.0% | +259.8% |
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