+81.6%
MDLZ vs PEGA
+175.1%
-93.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.5% |
| 7D | 0.0% | -6.1% | +6.1% | +0.5% |
| 30D | +1.4% | +6.4% | -4.9% | +0.8% |
| 3M | 0.0% | +2.9% | -2.9% | -0.6% |
| 6M | +9.1% | -23.8% | +33.0% | +11.2% |
| YTD | +17.9% | -41.1% | +59.0% | +22.7% |
| 1Y | +3.2% | -38.2% | +41.5% | +6.6% |
| 3Y | -2.5% | +49.8% | -52.3% | -13.0% |
| 5Y | +17.6% | -48.0% | +65.6% | +23.2% |
| All | +81.6% | +175.1% | -93.5% | +43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling