+2,287.5%
MCD vs PEGA
+1,035.4%
+1,252.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | -0.4% |
| 7D | +7.1% | -4.5% | +11.6% | +7.4% |
| 30D | +19.8% | -5.7% | +25.4% | +20.1% |
| 3M | +0.8% | +2.6% | -1.8% | +0.5% |
| 6M | -1.3% | -10.6% | +9.3% | -1.0% |
| YTD | -7.8% | -45.5% | +37.7% | -5.2% |
| 1Y | -5.0% | -44.8% | +39.8% | -2.5% |
| 3Y | +10.5% | +45.5% | -35.0% | +5.8% |
| 5Y | +22.0% | -45.3% | +67.3% | +21.6% |
| 10Y | +216.7% | +102.4% | +114.3% | +193.9% |
| All | +2,287.5% | +1,035.4% | +1,252.1% | +1,778.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling