+13.3%
MCD vs PEGA
+44.0%
-30.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +7.3% | -8.2% | +15.5% | +7.6% |
| 30D | +20.0% | -11.6% | +31.5% | +20.5% |
| 3M | +3.8% | -4.2% | +8.0% | +4.0% |
| 6M | +3.8% | -12.0% | +15.7% | +3.9% |
| YTD | -5.9% | -46.9% | +41.0% | -4.4% |
| 1Y | -3.2% | -47.0% | +43.7% | -1.7% |
| 3Y | +13.3% | +40.9% | -27.6% | +7.5% |
| All | +13.3% | +44.0% | -30.7% | +7.5% |
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