+4,145.7%
MCHP vs PEGA
+1,037.5%
+3,108.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.8% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | -13.4% | -4.1% | -9.3% | -12.9% |
| 3M | -20.1% | -2.8% | -17.3% | -20.1% |
| 6M | -35.5% | -0.4% | -35.1% | -36.5% |
| YTD | -1.6% | -45.4% | +43.8% | +6.0% |
| 1Y | +15.5% | -42.6% | +58.1% | +23.2% |
| 3Y | -13.2% | +45.4% | -58.6% | -23.2% |
| 5Y | -17.5% | -44.6% | +27.1% | -16.9% |
| 10Y | +136.0% | +91.2% | +44.8% | +100.1% |
| All | +4,145.7% | +1,037.5% | +3,108.2% | +1,779.7% |
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 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