+195.2%
MCD vs PEGA
+94.9%
+100.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | -1.6% | -4.6% | +3.0% | -1.1% |
| 30D | +16.0% | -6.8% | +22.8% | +16.9% |
| 3M | 0.0% | +2.6% | -2.6% | -0.6% |
| 6M | +0.9% | -5.4% | +6.3% | +0.9% |
| YTD | -8.7% | -46.0% | +37.3% | -3.1% |
| 1Y | -8.6% | -45.6% | +37.1% | -3.2% |
| 3Y | +9.9% | +43.2% | -33.3% | -3.2% |
| 5Y | +22.6% | -45.3% | +67.9% | +29.0% |
| All | +195.2% | +94.9% | +100.3% | +140.2% |
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