+1,524.2%
SMH vs PEGA
+94.9%
+1,429.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.6% |
| 7D | +12.1% | -4.6% | +16.6% | +13.4% |
| 30D | -14.7% | -6.8% | -7.9% | -13.2% |
| 3M | -14.2% | +2.6% | -16.8% | -15.9% |
| 6M | -10.6% | -5.4% | -5.2% | -12.1% |
| YTD | +39.3% | -46.0% | +85.4% | +61.5% |
| 1Y | +41.6% | -45.6% | +87.2% | +63.4% |
| 3Y | +223.4% | +43.2% | +180.2% | +133.4% |
| 5Y | +243.5% | -45.3% | +288.7% | +262.6% |
| All | +1,524.2% | +94.9% | +1,429.2% | +864.8% |
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