+522.8%
SMTC vs PEGA
+176.8%
+346.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.2% | +14.1% | +11.5% |
| 7D | +22.9% | -2.4% | +25.3% | +23.8% |
| 30D | +16.6% | +9.6% | +7.0% | +11.2% |
| 3M | +2.4% | +2.3% | +0.1% | -2.3% |
| 6M | +98.3% | -23.9% | +122.2% | +111.3% |
| YTD | +120.7% | -39.8% | +160.4% | +154.7% |
| 1Y | +168.3% | -37.4% | +205.7% | +200.6% |
| 3Y | +571.7% | +53.1% | +518.6% | +364.6% |
| 5Y | +114.0% | -47.2% | +161.2% | +148.8% |
| All | +522.8% | +176.8% | +346.0% | +220.0% |
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