+128.6%
MAGS vs PEGA
+48.1%
+80.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +0.2% |
| 7D | +1.2% | -2.4% | +3.6% | +1.6% |
| 30D | -0.1% | +9.6% | -9.7% | -1.7% |
| 3M | +3.8% | +2.3% | +1.5% | +2.9% |
| 6M | +13.2% | -23.9% | +37.1% | +17.7% |
| YTD | +4.7% | -39.8% | +44.5% | +13.1% |
| 1Y | +14.4% | -37.4% | +51.8% | +22.0% |
| 3Y | +128.6% | +53.1% | +75.4% | +114.4% |
| All | +128.6% | +48.1% | +80.5% | +114.4% |
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 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