-20.1%
MDT vs PEGA
-47.9%
+27.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.5% |
| 7D | +0.4% | -2.4% | +2.8% | +0.6% |
| 30D | +6.0% | +9.6% | -3.6% | +5.1% |
| 3M | +15.5% | +2.3% | +13.2% | +14.9% |
| 6M | +3.4% | -23.9% | +27.3% | +5.1% |
| YTD | -2.2% | -39.8% | +37.6% | +1.3% |
| 1Y | +2.6% | -37.4% | +40.0% | +5.5% |
| 3Y | +27.5% | +53.1% | -25.6% | +15.5% |
| 5Y | -20.1% | -47.2% | +27.2% | -11.6% |
| All | -20.1% | -47.9% | +27.9% | -11.6% |
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