+23.0%
MDLZ vs PEGA
-44.5%
+67.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +7.9% | -4.1% | +12.1% | +8.1% |
| 3M | +7.3% | -2.8% | +10.1% | +7.3% |
| 6M | +11.7% | -0.4% | +12.1% | +11.5% |
| YTD | +28.7% | -45.4% | +74.1% | +30.5% |
| 1Y | +22.8% | -42.6% | +65.4% | +24.2% |
| 3Y | +6.6% | +45.4% | -38.8% | +1.4% |
| All | +23.0% | -44.5% | +67.5% | +17.3% |
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