+2,967.4%
SMCI vs PEGA
+1,411.8%
+1,555.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.3% |
| 3M | -31.4% | -2.8% | -28.6% | -31.7% |
| 6M | -16.0% | -0.4% | -15.6% | -19.0% |
| YTD | -8.2% | -45.4% | +37.2% | +5.9% |
| 1Y | -23.4% | -42.6% | +19.2% | -13.1% |
| 3Y | +5.0% | +45.4% | -40.4% | -16.6% |
| 5Y | +515.0% | -44.6% | +559.6% | +525.3% |
| 10Y | +953.7% | +91.2% | +862.5% | +595.8% |
| All | +2,967.4% | +1,411.8% | +1,555.5% | +896.6% |
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