+178.1%
MCD vs PEGA
+191.9%
-13.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.4% |
| 7D | -2.8% | +3.3% | -6.1% | -3.2% |
| 30D | -6.0% | +17.7% | -23.8% | -7.9% |
| 3M | -5.6% | +5.8% | -11.4% | -6.6% |
| 6M | -21.9% | -20.3% | -1.6% | -20.4% |
| YTD | -14.7% | -37.1% | +22.4% | -11.0% |
| 1Y | -17.3% | -30.2% | +12.9% | -15.1% |
| 3Y | -2.2% | +48.1% | -50.3% | -13.3% |
| 5Y | +20.3% | -46.8% | +67.1% | +29.8% |
| All | +178.1% | +191.9% | -13.8% | +119.4% |
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