+73.9%
SMTC vs PEGA
-47.0%
+121.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.8% | +10.2% |
| 7D | +12.9% | -8.6% | +21.5% | +10.7% |
| 30D | -25.6% | -10.1% | -15.5% | -27.0% |
| 3M | -4.5% | -4.7% | +0.2% | -5.2% |
| 6M | -8.3% | -8.0% | -0.3% | -6.6% |
| YTD | +69.9% | -47.1% | +117.1% | +102.6% |
| 1Y | +73.9% | -47.5% | +121.4% | +108.8% |
| All | +73.9% | -47.0% | +121.0% | +108.8% |
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