+339.0%
MCK vs PEGA
-45.0%
+384.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | -2.9% | -3.0% | +0.1% | -2.9% |
| 30D | +0.4% | +15.9% | -15.5% | +0.3% |
| 3M | +12.1% | +10.8% | +1.3% | +11.9% |
| 6M | -5.4% | -16.5% | +11.1% | -5.6% |
| YTD | +7.8% | -39.0% | +46.8% | +8.0% |
| 1Y | +22.9% | -37.3% | +60.2% | +23.1% |
| 3Y | +110.7% | +59.2% | +51.6% | +110.5% |
| All | +339.0% | -45.0% | +384.0% | +385.5% |
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 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