+921.6%
SMCI vs PEGA
-47.2%
+968.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.0% | -4.6% |
| 7D | -1.3% | -5.3% | +4.0% | +0.2% |
| 30D | +18.3% | +8.3% | +10.0% | +14.8% |
| 3M | +27.7% | +8.9% | +18.8% | +20.7% |
| 6M | +17.6% | -19.7% | +37.3% | +23.7% |
| YTD | +27.7% | -39.9% | +67.6% | +46.5% |
| 1Y | -14.9% | -36.4% | +21.5% | -4.8% |
| 3Y | +33.2% | +52.8% | -19.6% | +2.7% |
| 5Y | +921.6% | -45.7% | +967.3% | +917.5% |
| All | +921.6% | -47.2% | +968.8% | +917.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling