+1,770.3%
SMCI vs PEGA
+184.6%
+1,585.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +6.8% |
| 7D | +1.3% | -3.0% | +4.3% | +2.3% |
| 30D | +6.6% | +15.9% | -9.3% | +1.2% |
| 3M | +25.4% | +10.8% | +14.6% | +17.1% |
| 6M | +26.1% | -16.5% | +42.6% | +30.6% |
| YTD | +37.0% | -39.0% | +76.0% | +56.7% |
| 1Y | -8.8% | -37.3% | +28.5% | +2.7% |
| 3Y | +44.6% | +59.2% | -14.6% | +8.4% |
| 5Y | +995.9% | -44.9% | +1,040.8% | +1,039.2% |
| All | +1,770.3% | +184.6% | +1,585.7% | +1,029.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling