-5.9%
SM vs PEGA
+55.9%
-61.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.4% |
| 7D | +0.1% | +3.3% | -3.2% | -0.3% |
| 30D | +26.3% | +17.7% | +8.6% | +23.8% |
| 3M | +8.7% | +5.8% | +2.9% | +7.7% |
| 6M | +51.7% | -20.3% | +71.9% | +55.9% |
| YTD | +99.0% | -37.1% | +136.2% | +112.0% |
| 1Y | +34.6% | -30.2% | +64.8% | +39.5% |
| All | -5.9% | +55.9% | -61.8% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling