+376.1%
SMTC vs PEGA
+94.5%
+281.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.8% | +10.5% |
| 7D | +12.9% | -8.6% | +21.5% | +16.3% |
| 30D | -25.6% | -10.1% | -15.5% | -23.5% |
| 3M | -4.5% | -4.7% | +0.2% | -6.0% |
| 6M | -8.3% | -8.0% | -0.3% | -11.6% |
| YTD | +69.9% | -47.1% | +117.1% | +102.0% |
| 1Y | +73.9% | -47.5% | +121.4% | +107.7% |
| 3Y | +757.7% | +40.2% | +717.4% | +495.0% |
| 5Y | +38.7% | -45.7% | +84.5% | +51.2% |
| 10Y | +376.1% | +85.1% | +291.1% | +198.9% |
| All | +376.1% | +94.5% | +281.7% | +198.9% |
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 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