+1,817.6%
SMH vs PEGA
+184.6%
+1,633.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | +0.3% | -3.0% | +3.3% | +1.1% |
| 30D | -2.8% | +15.9% | -18.7% | -7.4% |
| 3M | -6.7% | +10.8% | -17.6% | -11.6% |
| 6M | +41.8% | -16.5% | +58.3% | +45.8% |
| YTD | +57.9% | -39.0% | +96.9% | +77.5% |
| 1Y | +87.6% | -37.3% | +124.9% | +107.1% |
| 3Y | +282.9% | +59.2% | +223.8% | +172.0% |
| 5Y | +330.4% | -44.9% | +375.3% | +365.1% |
| All | +1,817.6% | +184.6% | +1,633.0% | +1,072.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling