+10.5%
MCD vs PEGA
+43.4%
-32.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | -0.4% |
| 7D | +7.1% | -4.5% | +11.6% | +7.3% |
| 30D | +19.8% | -5.7% | +25.4% | +20.0% |
| 3M | +0.8% | +2.6% | -1.8% | +0.7% |
| 6M | -1.3% | -10.6% | +9.3% | -1.2% |
| YTD | -7.8% | -45.5% | +37.7% | -6.4% |
| 1Y | -5.0% | -44.8% | +39.8% | -3.6% |
| 3Y | +10.5% | +45.5% | -35.0% | +3.9% |
| All | +10.5% | +43.4% | -32.9% | +3.9% |
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 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