-0.9%
MCHP vs PEGA
+49.1%
-50.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.2% |
| 7D | +0.3% | -6.1% | +6.5% | +1.4% |
| 30D | -9.8% | +6.4% | -16.1% | -10.8% |
| 3M | -19.7% | +2.9% | -22.6% | -20.6% |
| 6M | +13.6% | -23.8% | +37.4% | +19.0% |
| YTD | +16.5% | -41.1% | +57.6% | +29.4% |
| 1Y | +15.7% | -38.2% | +53.9% | +25.9% |
| All | -0.9% | +49.1% | -50.0% | -20.7% |
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