+428.8%
MAR vs PEGA
+175.1%
+253.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | -0.5% | -6.1% | +5.6% | +1.0% |
| 30D | -4.7% | +6.4% | -11.1% | -6.3% |
| 3M | -15.6% | +2.9% | -18.5% | -17.1% |
| 6M | +1.2% | -23.8% | +25.0% | +6.3% |
| YTD | +7.5% | -41.1% | +48.6% | +19.1% |
| 1Y | +26.6% | -38.2% | +64.8% | +37.5% |
| 3Y | +66.0% | +49.8% | +16.1% | +32.4% |
| 5Y | +154.1% | -48.0% | +202.1% | +175.0% |
| All | +428.8% | +175.1% | +253.6% | +260.6% |
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 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