+17.0%
MA vs PEGA
-46.7%
+63.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -0.5% | -4.6% | +4.1% | 0.0% |
| 30D | +7.9% | -6.8% | +14.7% | +8.6% |
| 3M | +16.8% | +2.6% | +14.2% | +16.2% |
| 6M | +31.0% | -5.4% | +36.4% | +30.7% |
| YTD | +15.0% | -46.0% | +61.1% | +22.2% |
| 1Y | +17.0% | -45.6% | +62.6% | +23.9% |
| All | +17.0% | -46.7% | +63.8% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling