+146.9%
SMTC vs PEGA
-30.0%
+176.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.0% | +10.2% | +9.1% |
| 7D | +12.7% | +3.3% | +9.5% | +13.2% |
| 30D | +22.0% | +17.7% | +4.2% | +24.6% |
| 3M | -12.7% | +5.8% | -18.5% | -8.7% |
| 6M | +64.8% | -20.3% | +85.0% | +76.4% |
| YTD | +100.7% | -37.1% | +137.8% | +120.3% |
| 1Y | +146.9% | -30.2% | +177.1% | +181.9% |
| All | +146.9% | -30.0% | +176.9% | +181.9% |
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