+21.7%
MDLZ vs PEGA
-45.2%
+66.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.2% |
| 7D | +1.7% | -4.5% | +6.2% | +1.7% |
| 30D | +11.2% | -5.7% | +16.9% | +11.3% |
| 3M | +6.1% | +2.7% | +3.5% | +6.3% |
| 6M | +8.6% | -10.5% | +19.1% | +7.6% |
| YTD | +25.8% | -45.4% | +71.3% | +21.9% |
| 1Y | +21.7% | -44.7% | +66.4% | +17.5% |
| All | +21.7% | -45.2% | +66.9% | +17.5% |
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 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