+340.7%
SMTC vs PEGA
+97.3%
+243.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.5% |
| 7D | +11.0% | +0.1% | +10.9% | +10.7% |
| 30D | -28.5% | -4.1% | -24.4% | -28.2% |
| 3M | -14.2% | -2.8% | -11.4% | -15.8% |
| 6M | -18.0% | -0.4% | -17.6% | -23.3% |
| YTD | +55.5% | -45.4% | +100.9% | +82.6% |
| 1Y | +69.5% | -42.6% | +112.2% | +94.9% |
| 3Y | +699.7% | +45.4% | +654.2% | +446.9% |
| 5Y | +27.4% | -44.6% | +72.0% | +38.3% |
| All | +340.7% | +97.3% | +243.4% | +175.3% |
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