+250.6%
SMH vs PEGA
-45.8%
+296.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.3% | +4.9% |
| 7D | +0.5% | -8.6% | +9.2% | +2.3% |
| 30D | -14.2% | -10.1% | -4.1% | -12.7% |
| 3M | -11.5% | -4.7% | -6.8% | -11.4% |
| 6M | -12.0% | -8.0% | -4.1% | -12.3% |
| YTD | +40.8% | -47.1% | +87.9% | +57.7% |
| 1Y | +44.9% | -47.5% | +92.3% | +62.5% |
| 3Y | +226.7% | +40.2% | +186.5% | +164.8% |
| 5Y | +250.6% | -45.7% | +296.3% | +280.0% |
| All | +250.6% | -45.8% | +296.4% | +280.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling