+191.0%
MAGS vs PEGA
+51.2%
+139.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.7% |
| 7D | +0.8% | -6.1% | +7.0% | +1.9% |
| 30D | +0.4% | +6.4% | -6.0% | -0.8% |
| 3M | +5.6% | +2.9% | +2.7% | +4.5% |
| 6M | +12.3% | -23.8% | +36.1% | +16.6% |
| YTD | +5.1% | -41.1% | +46.2% | +13.8% |
| 1Y | +14.0% | -38.2% | +52.2% | +21.7% |
| 3Y | +129.4% | +49.8% | +79.5% | +104.9% |
| All | +191.0% | +51.2% | +139.8% | +155.2% |
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