+47.3%
SM vs PEGA
-35.6%
+82.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.2% | +7.8% | +3.4% |
| 7D | -0.2% | -2.4% | +2.2% | -0.3% |
| 30D | +31.5% | +9.6% | +21.9% | +32.2% |
| 3M | +17.3% | +2.3% | +15.0% | +18.4% |
| 6M | +48.5% | -23.9% | +72.4% | +48.0% |
| YTD | +106.3% | -39.8% | +146.0% | +104.1% |
| 1Y | +47.3% | -37.4% | +84.7% | +44.2% |
| All | +47.3% | -35.6% | +82.9% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling