+424.9%
MAR vs PEGA
+180.6%
+244.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.2% |
| 7D | -2.1% | -5.3% | +3.2% | -0.8% |
| 30D | -5.7% | +8.3% | -13.9% | -7.7% |
| 3M | -14.6% | +8.9% | -23.6% | -17.3% |
| 6M | +1.3% | -19.7% | +21.1% | +5.1% |
| YTD | +6.7% | -39.9% | +46.6% | +17.7% |
| 1Y | +26.4% | -36.4% | +62.8% | +36.3% |
| 3Y | +64.7% | +52.8% | +11.9% | +30.8% |
| 5Y | +153.1% | -45.7% | +198.7% | +169.9% |
| All | +424.9% | +180.6% | +244.3% | +256.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling