-20.7%
MDLN vs PEGA
-37.8%
+17.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.2% |
| 7D | -11.1% | -3.0% | -8.1% | -10.6% |
| 30D | -8.4% | +15.9% | -24.3% | -10.7% |
| 3M | -12.4% | +10.8% | -23.2% | -14.7% |
| 6M | -23.3% | -16.5% | -6.8% | -22.7% |
| YTD | -22.5% | -39.0% | +16.5% | -16.3% |
| All | -20.7% | -37.8% | +17.1% | -14.9% |
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