+427.0%
MCK vs PEGA
+184.6%
+242.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -2.9% | -3.0% | +0.1% | -2.7% |
| 30D | +0.4% | +15.9% | -15.5% | -0.8% |
| 3M | +12.1% | +10.8% | +1.3% | +10.9% |
| 6M | -5.4% | -16.5% | +11.1% | -4.6% |
| YTD | +7.8% | -39.0% | +46.8% | +11.3% |
| 1Y | +22.9% | -37.3% | +60.2% | +26.4% |
| 3Y | +110.7% | +59.2% | +51.6% | +91.6% |
| 5Y | +346.2% | -44.9% | +391.0% | +383.7% |
| All | +427.0% | +184.6% | +242.4% | +413.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling