+15.6%
SM vs PEGA
+94.9%
-79.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.6% |
| 7D | +10.6% | -4.6% | +15.2% | +12.1% |
| 30D | -15.0% | -6.8% | -8.2% | -13.5% |
| 3M | +1.7% | +2.6% | -0.9% | +0.2% |
| 6M | +5.9% | -5.4% | +11.2% | +5.2% |
| YTD | +79.0% | -46.0% | +125.0% | +106.6% |
| 1Y | +84.7% | -45.6% | +130.3% | +111.8% |
| 3Y | -3.5% | +43.2% | -46.6% | -29.2% |
| 5Y | +4.9% | -45.3% | +50.2% | +13.9% |
| All | +15.6% | +94.9% | -79.3% | -30.5% |
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