+481.4%
SIMO vs PEGA
+191.9%
+289.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.9% |
| 7D | +4.2% | +3.3% | +0.9% | +3.6% |
| 30D | +4.1% | +17.7% | -13.7% | +0.5% |
| 3M | -12.9% | +5.8% | -18.7% | -15.2% |
| 6M | +110.3% | -20.3% | +130.6% | +116.5% |
| YTD | +178.6% | -37.1% | +215.7% | +200.5% |
| 1Y | +220.0% | -30.2% | +250.2% | +234.6% |
| 3Y | +409.0% | +48.1% | +360.9% | +315.6% |
| 5Y | +277.3% | -46.8% | +324.1% | +313.3% |
| All | +481.4% | +191.9% | +289.5% | +279.9% |
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