+16.5%
MDLZ vs PEGA
-46.5%
+63.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.7% | +3.3% | -5.0% | -1.8% |
| 30D | -2.1% | +17.7% | -19.9% | -2.6% |
| 3M | +1.3% | +5.8% | -4.5% | +1.0% |
| 6M | +6.2% | -20.3% | +26.5% | +6.6% |
| YTD | +15.8% | -37.1% | +52.9% | +17.0% |
| 1Y | +4.1% | -30.2% | +34.3% | +4.7% |
| 3Y | -4.1% | +48.1% | -52.2% | -8.5% |
| All | +16.5% | -46.5% | +63.0% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling