+554.8%
MA vs PEGA
+99.2%
+455.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.4% |
| 7D | -0.3% | -10.0% | +9.6% | +2.2% |
| 30D | +11.3% | -12.7% | +24.0% | +14.8% |
| 3M | +16.7% | -4.6% | +21.3% | +17.3% |
| 6M | +32.8% | -13.1% | +45.9% | +35.4% |
| YTD | +15.6% | -47.6% | +63.2% | +32.1% |
| 1Y | +19.6% | -47.0% | +66.6% | +35.9% |
| 3Y | +72.1% | +42.0% | +30.1% | +34.0% |
| 5Y | +96.0% | -47.8% | +143.9% | +113.1% |
| 10Y | +554.8% | +92.0% | +462.8% | +304.7% |
| All | +554.8% | +99.2% | +455.6% | +304.7% |
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