+1,253.2%
SMH vs PEGA
+2,324.5%
-1,071.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +2.5% | +3.3% | -0.8% | +1.9% |
| 30D | -0.5% | +17.7% | -18.2% | -3.7% |
| 3M | -9.6% | +5.8% | -15.4% | -11.7% |
| 6M | +42.1% | -20.3% | +62.3% | +45.7% |
| YTD | +57.4% | -37.1% | +94.6% | +67.5% |
| 1Y | +96.2% | -30.2% | +126.4% | +103.6% |
| 3Y | +267.9% | +48.1% | +219.8% | +217.7% |
| 5Y | +327.7% | -46.8% | +374.5% | +332.9% |
| 10Y | +1,764.6% | +191.3% | +1,573.3% | +1,320.0% |
| All | +1,253.2% | +2,324.5% | -1,071.3% | +554.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling