+38.0%
MDT vs PEGA
+180.6%
-142.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -1.6% | -5.3% | +3.7% | -0.8% |
| 30D | +1.0% | +8.3% | -7.3% | -0.4% |
| 3M | +15.2% | +8.9% | +6.3% | +13.1% |
| 6M | +3.7% | -19.7% | +23.4% | +6.3% |
| YTD | -3.0% | -39.9% | +36.9% | +3.5% |
| 1Y | +2.5% | -36.4% | +38.9% | +7.8% |
| 3Y | +26.5% | +52.8% | -26.3% | +6.0% |
| 5Y | -18.3% | -45.7% | +27.4% | -13.5% |
| All | +38.0% | +180.6% | -142.6% | -1.1% |
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