+92.3%
MA vs PEGA
-45.3%
+137.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | 0.0% |
| 7D | +2.3% | -4.5% | +6.8% | +3.0% |
| 30D | +14.7% | -5.7% | +20.3% | +15.5% |
| 3M | +13.5% | +2.6% | +10.9% | +12.8% |
| 6M | +33.1% | -10.6% | +43.7% | +34.1% |
| YTD | +15.1% | -45.5% | +60.6% | +23.4% |
| 1Y | +18.7% | -44.8% | +63.5% | +27.0% |
| 3Y | +72.1% | +45.5% | +26.5% | +51.5% |
| All | +92.3% | -45.3% | +137.6% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling