-48.0%
SMR vs PEGA
-26.6%
-21.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.9% | -8.6% | +10.6% | +4.4% |
| 30D | -21.9% | -10.1% | -11.9% | -19.9% |
| 3M | -47.1% | -4.7% | -42.4% | -46.9% |
| 6M | -60.6% | -8.0% | -52.7% | -60.6% |
| YTD | -63.1% | -47.1% | -16.0% | -56.8% |
| 1Y | -80.4% | -47.5% | -33.0% | -77.0% |
| 3Y | +150.2% | +40.2% | +110.0% | +127.5% |
| All | -48.0% | -26.6% | -21.4% | -53.8% |
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