+2,101.2%
SIMO vs PEGA
+2,293.4%
-192.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.6% | +5.0% |
| 7D | -22.0% | -4.5% | -17.5% | -21.2% |
| 30D | -43.0% | -5.7% | -37.4% | -42.6% |
| 3M | -39.1% | +2.6% | -41.7% | -40.7% |
| 6M | -33.3% | -10.6% | -22.7% | -34.4% |
| YTD | +77.0% | -45.5% | +122.5% | +94.5% |
| 1Y | +73.0% | -44.8% | +117.8% | +89.4% |
| 3Y | +215.7% | +45.5% | +170.2% | +147.0% |
| 5Y | +155.6% | -45.3% | +200.9% | +149.2% |
| 10Y | +388.4% | +102.4% | +286.0% | +209.0% |
| All | +2,101.2% | +2,293.4% | -192.1% | +657.9% |
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 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