+100.5%
SIMO vs PEGA
-44.4%
+145.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -16.9% | -2.9% | -14.0% | -17.7% |
| 30D | -35.4% | -0.5% | -34.9% | -35.0% |
| 3M | -31.9% | +8.5% | -40.4% | -28.8% |
| 6M | -19.3% | -6.3% | -13.0% | -13.8% |
| YTD | +98.5% | -42.2% | +140.7% | +137.8% |
| 1Y | +100.5% | -43.4% | +144.0% | +145.0% |
| All | +100.5% | -44.4% | +145.0% | +145.0% |
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