-10.1%
MDB vs PEGA
+44.6%
-54.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.4% |
| 7D | +11.6% | -4.6% | +16.1% | +13.6% |
| 30D | -8.9% | -6.8% | -2.1% | -6.5% |
| 3M | -22.4% | +2.6% | -25.0% | -23.5% |
| 6M | +10.1% | -5.4% | +15.4% | +11.7% |
| YTD | -19.0% | -46.0% | +27.0% | +1.8% |
| 1Y | -7.0% | -45.6% | +38.6% | +16.5% |
| All | -10.1% | +44.6% | -54.7% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling