+61.7%
MAS vs PEGA
+48.6%
+13.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.2% |
| 7D | +4.6% | -1.6% | +6.1% | +4.7% |
| 30D | +19.9% | -3.0% | +22.9% | +20.2% |
| 3M | +8.9% | +5.8% | +3.1% | +8.3% |
| 6M | +20.2% | -8.8% | +29.0% | +20.7% |
| YTD | +33.9% | -43.5% | +77.4% | +40.8% |
| 1Y | +34.7% | -43.4% | +78.1% | +41.4% |
| All | +61.7% | +48.6% | +13.1% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling