+43.4%
SMH vs PEGA
-44.4%
+87.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | -11.2% | -2.9% | -8.3% | -11.4% |
| 30D | -20.4% | -0.5% | -20.0% | -20.4% |
| 3M | -12.4% | +8.5% | -20.9% | -11.8% |
| 6M | -0.5% | -6.3% | +5.8% | +1.8% |
| YTD | +40.0% | -42.2% | +82.2% | +49.7% |
| 1Y | +43.4% | -43.4% | +86.8% | +57.3% |
| All | +43.4% | -44.4% | +87.8% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling