+12.5%
SM vs PEGA
+175.4%
-162.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.2% | +7.8% | +4.8% |
| 7D | -0.2% | -2.4% | +2.2% | +0.5% |
| 30D | +31.5% | +9.6% | +21.9% | +27.7% |
| 3M | +17.3% | +2.3% | +15.0% | +14.7% |
| 6M | +48.5% | -23.9% | +72.4% | +57.2% |
| YTD | +106.3% | -39.8% | +146.0% | +131.5% |
| 1Y | +47.3% | -37.4% | +84.7% | +61.5% |
| 3Y | -1.4% | +53.1% | -54.6% | -28.5% |
| 5Y | +114.0% | -47.2% | +161.3% | +145.0% |
| 10Y | +12.5% | +174.3% | -161.9% | -40.4% |
| All | +12.5% | +175.4% | -162.9% | -40.4% |
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