-8.1%
MCD vs PEGA
-47.0%
+38.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -1.9% | -8.6% | +6.7% | -1.5% |
| 30D | +16.6% | -10.1% | +26.7% | +17.2% |
| 3M | +0.9% | -4.7% | +5.7% | +1.2% |
| 6M | +1.5% | -8.0% | +9.4% | +1.2% |
| YTD | -8.3% | -47.1% | +38.8% | -9.5% |
| 1Y | -8.1% | -47.5% | +39.3% | -9.3% |
| All | -8.1% | -47.0% | +38.9% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling