+568.4%
MA vs PEGA
+92.7%
+475.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | +1.8% | -8.2% | +10.0% | +3.9% |
| 30D | +11.8% | -11.6% | +23.4% | +15.0% |
| 3M | +17.2% | -4.2% | +21.3% | +17.7% |
| 6M | +33.4% | -12.0% | +45.4% | +35.6% |
| YTD | +16.1% | -46.9% | +63.1% | +32.3% |
| 1Y | +19.9% | -47.0% | +66.9% | +36.3% |
| 3Y | +70.1% | +40.9% | +29.2% | +33.0% |
| 5Y | +89.6% | -45.4% | +135.0% | +102.4% |
| 10Y | +568.4% | +95.9% | +472.5% | +313.0% |
| All | +568.4% | +92.7% | +475.7% | +313.0% |
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 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