+521.8%
MA vs PEGA
+191.4%
+330.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.9% |
| 7D | -2.7% | +3.3% | -6.0% | -3.5% |
| 30D | +1.5% | +17.7% | -16.2% | -2.7% |
| 3M | +20.4% | +5.8% | +14.6% | +17.7% |
| 6M | +11.1% | -20.3% | +31.4% | +15.8% |
| YTD | +2.0% | -37.1% | +39.1% | +11.7% |
| 1Y | -2.2% | -30.2% | +28.0% | +3.5% |
| 3Y | +41.9% | +48.1% | -6.2% | +11.3% |
| 5Y | +75.4% | -46.8% | +122.1% | +96.1% |
| All | +521.8% | +191.4% | +330.4% | +269.2% |
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