+407.5%
SIMO vs PEGA
+92.7%
+314.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | -16.0% | -8.2% | -7.8% | -14.8% |
| 30D | -35.8% | -11.6% | -24.2% | -34.6% |
| 3M | -26.5% | -4.2% | -22.3% | -27.1% |
| 6M | -33.0% | -12.0% | -21.0% | -33.6% |
| YTD | +84.3% | -46.9% | +131.2% | +103.0% |
| 1Y | +82.0% | -47.0% | +129.0% | +100.4% |
| 3Y | +218.5% | +40.9% | +177.6% | +155.8% |
| 5Y | +175.0% | -45.4% | +220.4% | +186.4% |
| 10Y | +407.5% | +95.9% | +311.6% | +240.4% |
| All | +407.5% | +92.7% | +314.8% | +240.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling