-14.9%
SMCI vs PEGA
-37.0%
+22.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.0% | -4.0% |
| 7D | -1.3% | -5.3% | +4.0% | -1.3% |
| 30D | +18.3% | +8.3% | +10.0% | +18.2% |
| 3M | +27.7% | +8.9% | +18.8% | +29.2% |
| 6M | +17.6% | -19.7% | +37.3% | +26.0% |
| YTD | +27.7% | -39.9% | +67.6% | +44.2% |
| All | -14.9% | -37.0% | +22.0% | -3.3% |
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