+1,061.7%
SMH vs PEGA
+2,006.5%
-944.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.2% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | -13.8% | -4.1% | -9.7% | -13.4% |
| 3M | -17.4% | -2.8% | -14.5% | -17.5% |
| 6M | -15.0% | -0.4% | -14.5% | -16.5% |
| YTD | +35.2% | -45.4% | +80.5% | +46.8% |
| 1Y | +41.6% | -42.6% | +84.2% | +52.3% |
| 3Y | +215.6% | +45.4% | +170.2% | +172.1% |
| 5Y | +233.2% | -44.6% | +277.8% | +233.2% |
| 10Y | +1,458.7% | +91.2% | +1,367.5% | +1,168.4% |
| All | +1,061.7% | +2,006.5% | -944.8% | +473.4% |
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