+5,005.4%
MCHP vs PEGA
+1,209.2%
+3,796.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +1.7% | +3.3% | -1.6% | +1.2% |
| 30D | -4.1% | +17.7% | -21.8% | -6.8% |
| 3M | -22.5% | +5.8% | -28.3% | -24.1% |
| 6M | +7.3% | -20.3% | +27.5% | +9.6% |
| YTD | +18.4% | -37.1% | +55.5% | +24.8% |
| 1Y | +18.1% | -30.2% | +48.3% | +21.9% |
| 3Y | -2.8% | +48.1% | -50.9% | -14.0% |
| 5Y | +5.5% | -46.8% | +52.3% | +7.1% |
| 10Y | +185.8% | +191.3% | -5.5% | +128.2% |
| All | +5,005.4% | +1,209.2% | +3,796.2% | +2,114.5% |
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 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