-9.0%
MDB vs PEGA
-47.0%
+38.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.1% |
| 7D | +3.0% | -8.6% | +11.6% | +8.2% |
| 30D | -11.3% | -10.1% | -1.2% | -6.4% |
| 3M | -23.0% | -4.7% | -18.3% | -21.7% |
| 6M | +14.8% | -8.0% | +22.7% | +19.2% |
| YTD | -19.4% | -47.1% | +27.7% | +19.5% |
| 1Y | -9.0% | -47.5% | +38.5% | +35.1% |
| All | -9.0% | -47.0% | +38.1% | +35.1% |
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 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