+4.7%
MDT vs PEGA
-30.0%
+34.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +3.2% | +3.3% | -0.1% | +3.1% |
| 30D | +9.5% | +17.7% | -8.2% | +8.5% |
| 3M | +16.0% | +5.8% | +10.2% | +14.5% |
| 6M | +0.2% | -20.3% | +20.5% | -1.1% |
| YTD | -0.3% | -37.1% | +36.9% | -0.4% |
| 1Y | +4.7% | -30.2% | +34.9% | +3.5% |
| All | +4.7% | -30.0% | +34.7% | +3.5% |
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