+993.3%
SM vs PEGA
+1,209.2%
-215.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.0% |
| 3M | +8.7% | +5.8% | +2.9% | +7.4% |
| 6M | +51.7% | -20.3% | +71.9% | +54.1% |
| YTD | +99.0% | -37.1% | +136.2% | +106.5% |
| 1Y | +34.6% | -30.2% | +64.8% | +37.5% |
| 3Y | -7.8% | +48.1% | -55.9% | -14.9% |
| 5Y | +104.8% | -46.8% | +151.6% | +105.7% |
| 10Y | +7.2% | +191.3% | -184.1% | -5.8% |
| All | +993.3% | +1,209.2% | -215.9% | +731.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling