+156.4%
MAR vs PEGA
-47.9%
+204.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.6% |
| 7D | -1.7% | -2.4% | +0.7% | -1.3% |
| 30D | -6.9% | +9.6% | -16.5% | -8.5% |
| 3M | -15.8% | +2.3% | -18.2% | -16.7% |
| 6M | +1.9% | -23.9% | +25.8% | +5.7% |
| YTD | +6.6% | -39.8% | +46.4% | +14.6% |
| 1Y | +23.7% | -37.4% | +61.1% | +31.2% |
| 3Y | +64.6% | +53.1% | +11.4% | +41.7% |
| 5Y | +156.4% | -47.2% | +203.6% | +171.9% |
| All | +156.4% | -47.9% | +204.3% | +171.9% |
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