-1.6%
MDLN vs PEGA
-41.0%
+39.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | 0.0% | +18.3% | +18.4% |
| 7D | +24.7% | -2.9% | +27.5% | +25.3% |
| 30D | +12.7% | -0.5% | +13.2% | +12.8% |
| 3M | -4.0% | +8.5% | -12.5% | -5.6% |
| 6M | -8.7% | -6.3% | -2.4% | -9.2% |
| YTD | -3.9% | -42.2% | +38.3% | +4.6% |
| All | -1.6% | -41.0% | +39.4% | +6.4% |
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