+14.5%
MDB vs PEGA
-30.0%
+44.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.6% |
| 7D | -17.4% | +3.3% | -20.7% | -18.9% |
| 30D | -2.0% | +17.7% | -19.8% | -10.0% |
| 3M | -3.0% | +5.8% | -8.8% | -6.7% |
| 6M | +48.7% | -20.3% | +68.9% | +63.7% |
| YTD | -12.1% | -37.1% | +25.0% | +5.2% |
| 1Y | +14.5% | -30.2% | +44.7% | +35.2% |
| All | +14.5% | -30.0% | +44.5% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling