+34.8%
SMCI vs PEGA
+52.0%
-17.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.0% | -4.6% |
| 7D | -1.3% | -5.3% | +4.0% | +0.3% |
| 30D | +18.3% | +8.3% | +10.0% | +14.7% |
| 3M | +27.7% | +8.9% | +18.8% | +20.8% |
| 6M | +17.6% | -19.7% | +37.3% | +25.3% |
| YTD | +27.7% | -39.9% | +67.6% | +50.8% |
| 1Y | -14.9% | -36.4% | +21.5% | -2.7% |
| All | +34.8% | +52.0% | -17.2% | -0.1% |
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