+286.4%
SMH vs PEGA
+52.4%
+234.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.7% |
| 7D | +5.2% | -2.4% | +7.6% | +5.5% |
| 30D | -1.5% | +9.6% | -11.2% | -2.9% |
| 3M | -4.1% | +2.3% | -6.4% | -4.7% |
| 6M | +50.8% | -23.9% | +74.7% | +57.1% |
| YTD | +59.3% | -39.8% | +99.1% | +72.8% |
| 1Y | +94.1% | -37.4% | +131.5% | +107.8% |
| All | +286.4% | +52.4% | +234.1% | +245.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling