+15,614.6%
MA vs PEGA
+1,885.0%
+13,729.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.4% |
| 7D | +2.3% | -4.5% | +6.8% | +3.5% |
| 30D | +14.7% | -5.7% | +20.3% | +16.1% |
| 3M | +13.5% | +2.6% | +10.9% | +12.1% |
| 6M | +33.1% | -10.6% | +43.7% | +34.8% |
| YTD | +15.1% | -45.5% | +60.6% | +29.6% |
| 1Y | +18.7% | -44.8% | +63.5% | +33.1% |
| 3Y | +72.1% | +45.5% | +26.5% | +39.0% |
| 5Y | +92.8% | -45.3% | +138.1% | +92.0% |
| 10Y | +571.6% | +102.4% | +469.3% | +363.7% |
| All | +15,614.6% | +1,885.0% | +13,729.7% | +4,665.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling