+498.8%
MAR vs PEGA
+97.3%
+401.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +13.8% | -4.1% | +17.9% | +14.7% |
| 3M | +20.3% | -2.8% | +23.1% | +20.5% |
| 6M | +21.3% | -0.4% | +21.8% | +19.3% |
| YTD | +37.2% | -45.4% | +82.6% | +54.5% |
| 1Y | +48.4% | -42.6% | +91.1% | +64.5% |
| 3Y | +120.1% | +45.4% | +74.7% | +75.3% |
| 5Y | +182.1% | -44.6% | +226.7% | +195.4% |
| All | +498.8% | +97.3% | +401.5% | +332.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling