+7,334.0%
MCO vs PEGA
+1,154.6%
+6,179.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -2.0% |
| 7D | -2.7% | -2.4% | -0.3% | -2.5% |
| 30D | +0.9% | +9.6% | -8.7% | -0.2% |
| 3M | +8.7% | +2.3% | +6.3% | +8.0% |
| 6M | +2.4% | -23.9% | +26.3% | +5.1% |
| YTD | -5.2% | -39.8% | +34.6% | -0.5% |
| 1Y | -4.4% | -37.4% | +33.0% | -0.4% |
| 3Y | +45.1% | +53.1% | -8.0% | +33.9% |
| 5Y | +31.5% | -47.2% | +78.7% | +32.8% |
| 10Y | +380.7% | +174.3% | +206.4% | +317.9% |
| All | +7,334.0% | +1,154.6% | +6,179.5% | +5,186.1% |
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 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