-70.2%
SMR vs PEGA
-37.1%
-33.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.5% | -5.9% |
| 7D | +4.7% | -5.3% | +10.0% | +5.6% |
| 30D | +3.2% | +8.3% | -5.1% | +1.5% |
| 3M | +9.9% | +8.9% | +1.0% | +7.5% |
| 6M | -15.1% | -19.7% | +4.6% | -9.4% |
| YTD | -27.9% | -39.9% | +12.0% | -20.2% |
| 1Y | -70.2% | -36.4% | -33.9% | -66.9% |
| All | -70.2% | -37.1% | -33.1% | -66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling