+166.2%
SMTC vs PEGA
-38.8%
+205.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.5% |
| 7D | +22.5% | -6.1% | +28.6% | +21.5% |
| 30D | +24.9% | +6.4% | +18.5% | +26.3% |
| 3M | +4.1% | +2.9% | +1.2% | +7.6% |
| 6M | +92.6% | -23.8% | +116.4% | +104.4% |
| YTD | +122.5% | -41.1% | +163.5% | +142.6% |
| 1Y | +166.2% | -38.2% | +204.5% | +188.0% |
| All | +166.2% | -38.8% | +205.1% | +188.0% |
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 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