+190.0%
MAGS vs PEGA
+34.5%
+155.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +3.0% |
| 7D | +1.3% | -10.0% | +11.3% | +3.1% |
| 30D | -6.3% | -12.7% | +6.3% | -4.4% |
| 3M | -0.1% | -4.6% | +4.5% | +0.3% |
| 6M | -0.8% | -13.1% | +12.3% | +0.6% |
| YTD | +4.7% | -47.6% | +52.3% | +15.3% |
| 1Y | +6.8% | -47.0% | +53.8% | +17.2% |
| 3Y | +128.9% | +42.0% | +86.9% | +105.3% |
| All | +190.0% | +34.5% | +155.5% | +158.6% |
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 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