+7.5%
SMR vs PEGA
-18.2%
+25.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.7% |
| 7D | +13.1% | -6.1% | +19.2% | +14.9% |
| 30D | +17.8% | +6.4% | +11.4% | +15.4% |
| 3M | +8.1% | +2.9% | +5.2% | +5.5% |
| 6M | -11.1% | -23.8% | +12.7% | -5.0% |
| YTD | -23.7% | -41.1% | +17.3% | -12.7% |
| 1Y | -69.4% | -38.2% | -31.2% | -65.7% |
| 3Y | +82.6% | +49.8% | +32.8% | +63.2% |
| All | +7.5% | -18.2% | +25.6% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling