+4,970.4%
MCK vs PEGA
+1,127.6%
+3,842.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.4% |
| 7D | -3.6% | -6.1% | +2.6% | -3.2% |
| 30D | +1.4% | +6.4% | -4.9% | +1.0% |
| 3M | +13.8% | +2.9% | +10.9% | +13.3% |
| 6M | -5.2% | -23.8% | +18.7% | -3.8% |
| YTD | +9.0% | -41.1% | +50.1% | +12.2% |
| 1Y | +26.9% | -38.2% | +65.1% | +29.9% |
| 3Y | +114.7% | +49.8% | +64.9% | +102.7% |
| 5Y | +347.1% | -48.0% | +395.1% | +347.0% |
| 10Y | +446.4% | +173.1% | +273.2% | +381.2% |
| All | +4,970.4% | +1,127.6% | +3,842.8% | +3,563.9% |
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