+523.6%
SMCI vs PEGA
-44.5%
+568.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.8% |
| 7D | -6.6% | +0.1% | -6.7% | -6.7% |
| 30D | -24.9% | -4.1% | -20.8% | -24.4% |
| 3M | -31.4% | -2.8% | -28.6% | -31.7% |
| 6M | -16.0% | -0.4% | -15.6% | -18.7% |
| YTD | -8.2% | -45.4% | +37.2% | +7.4% |
| 1Y | -23.4% | -42.6% | +19.2% | -12.0% |
| 3Y | +5.0% | +45.4% | -40.4% | -18.8% |
| All | +523.6% | -44.5% | +568.1% | +488.4% |
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 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