+211.7%
MCD vs PEGA
+101.4%
+110.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | -0.1% |
| 7D | +7.1% | -4.5% | +11.6% | +7.7% |
| 30D | +19.8% | -5.7% | +25.4% | +20.5% |
| 3M | +0.8% | +2.6% | -1.8% | +0.3% |
| 6M | -1.3% | -10.6% | +9.3% | -0.7% |
| YTD | -7.8% | -45.5% | +37.7% | -2.2% |
| 1Y | -5.0% | -44.8% | +39.8% | +0.4% |
| 3Y | +10.5% | +45.5% | -35.0% | -2.7% |
| 5Y | +22.0% | -45.3% | +67.3% | +28.4% |
| All | +211.7% | +101.4% | +110.2% | +159.9% |
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 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