-80.4%
SMR vs PEGA
-47.0%
-33.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.9% | -8.6% | +10.6% | +3.5% |
| 30D | -21.9% | -10.1% | -11.9% | -20.7% |
| 3M | -47.1% | -4.7% | -42.4% | -47.3% |
| 6M | -60.6% | -8.0% | -52.7% | -60.3% |
| YTD | -63.1% | -47.1% | -16.0% | -52.9% |
| 1Y | -80.4% | -47.5% | -33.0% | -74.7% |
| All | -80.4% | -47.0% | -33.4% | -74.7% |
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