+4.4%
MCHP vs PEGA
-48.2%
+52.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | 0.0% |
| 7D | +0.3% | -6.1% | +6.5% | +1.7% |
| 30D | -9.8% | +6.4% | -16.1% | -11.2% |
| 3M | -19.7% | +2.9% | -22.6% | -21.2% |
| 6M | +13.6% | -23.8% | +37.4% | +19.1% |
| YTD | +16.5% | -41.1% | +57.6% | +29.5% |
| 1Y | +15.7% | -38.2% | +53.9% | +25.9% |
| 3Y | 0.0% | +49.8% | -49.9% | -20.3% |
| 5Y | +4.4% | -48.0% | +52.4% | +21.8% |
| All | +4.4% | -48.2% | +52.6% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling