+584.1%
MA vs PEGA
+94.9%
+489.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.7% |
| 7D | -0.5% | -4.6% | +4.1% | +0.6% |
| 30D | +7.9% | -6.8% | +14.7% | +9.5% |
| 3M | +16.8% | +2.6% | +14.2% | +15.4% |
| 6M | +31.0% | -5.4% | +36.4% | +30.8% |
| YTD | +15.0% | -46.0% | +61.1% | +30.5% |
| 1Y | +17.0% | -45.6% | +62.6% | +32.2% |
| 3Y | +68.5% | +43.2% | +25.3% | +31.1% |
| 5Y | +85.0% | -45.3% | +130.2% | +98.0% |
| All | +584.1% | +94.9% | +489.1% | +320.3% |
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