-16.9%
SM vs PEGA
+43.4%
-60.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.4% |
| 7D | -25.9% | -4.5% | -21.4% | -25.5% |
| 30D | -15.1% | -5.7% | -9.4% | -14.6% |
| 3M | +4.9% | +2.6% | +2.3% | +4.2% |
| 6M | +6.1% | -10.6% | +16.7% | +7.0% |
| YTD | +63.4% | -45.5% | +108.9% | +77.4% |
| 1Y | +72.5% | -44.8% | +117.2% | +86.4% |
| 3Y | -16.9% | +45.5% | -62.4% | -29.0% |
| All | -16.9% | +43.4% | -60.3% | -29.0% |
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