+72.1%
MA vs PEGA
+43.4%
+28.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.1% |
| 7D | +2.3% | -4.5% | +6.8% | +2.8% |
| 30D | +14.7% | -5.7% | +20.3% | +15.3% |
| 3M | +13.5% | +2.6% | +10.9% | +13.0% |
| 6M | +33.1% | -10.6% | +43.7% | +33.8% |
| YTD | +15.1% | -45.5% | +60.6% | +20.9% |
| 1Y | +18.7% | -44.8% | +63.5% | +24.5% |
| 3Y | +72.1% | +45.5% | +26.5% | +61.6% |
| All | +72.1% | +43.4% | +28.7% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling