+606.9%
SMTC vs PEGA
+43.6%
+563.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -3.5% | +16.2% | +13.3% |
| 7D | -19.0% | -4.5% | -14.5% | -18.3% |
| 30D | -46.7% | -5.7% | -41.1% | -46.4% |
| 3M | -23.4% | +2.7% | -26.1% | -25.3% |
| 6M | -13.4% | -10.5% | -2.9% | -13.8% |
| YTD | +40.1% | -45.4% | +85.5% | +61.4% |
| 1Y | +47.7% | -44.7% | +92.4% | +69.7% |
| 3Y | +606.9% | +45.7% | +561.3% | +465.1% |
| All | +606.9% | +43.6% | +563.4% | +465.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling