+27.5%
MCO vs PEGA
-47.2%
+74.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.9% |
| 7D | -7.3% | -5.3% | -2.0% | -6.3% |
| 30D | -1.7% | +8.3% | -10.0% | -3.4% |
| 3M | +3.9% | +8.9% | -5.0% | +1.4% |
| 6M | +3.8% | -19.7% | +23.5% | +7.4% |
| YTD | -7.9% | -39.9% | +32.0% | +0.4% |
| 1Y | -6.8% | -36.4% | +29.5% | -0.2% |
| 3Y | +40.9% | +52.8% | -11.9% | +17.3% |
| 5Y | +27.5% | -45.7% | +73.2% | +28.8% |
| All | +27.5% | -47.2% | +74.7% | +28.8% |
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