+4,419.4%
SMCI vs PEGA
+1,640.1%
+2,779.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.8% |
| 7D | +6.8% | +3.3% | +3.5% | +5.7% |
| 30D | +30.6% | +17.7% | +12.8% | +23.2% |
| 3M | -15.6% | +5.8% | -21.4% | -19.2% |
| 6M | +21.3% | -20.3% | +41.5% | +26.8% |
| YTD | +35.3% | -37.1% | +72.4% | +50.9% |
| 1Y | -2.7% | -30.2% | +27.5% | +4.1% |
| 3Y | +40.3% | +48.1% | -7.8% | +11.9% |
| 5Y | +941.8% | -46.8% | +988.6% | +985.5% |
| 10Y | +1,687.4% | +191.3% | +1,496.0% | +941.9% |
| All | +4,419.4% | +1,640.1% | +2,779.3% | +1,319.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling