+1,248.2%
MDT vs PEGA
+1,023.8%
+224.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -3.7% | -4.6% | +0.9% | -3.3% |
| 30D | +8.6% | -6.8% | +15.4% | +9.1% |
| 3M | +12.2% | +2.6% | +9.6% | +11.8% |
| 6M | +33.7% | -5.4% | +39.1% | +33.8% |
| YTD | +7.8% | -46.0% | +53.9% | +12.2% |
| 1Y | +8.9% | -45.6% | +54.5% | +13.1% |
| 3Y | +57.6% | +43.2% | +14.5% | +48.5% |
| 5Y | -0.7% | -45.3% | +44.6% | -1.0% |
| 10Y | +60.3% | +88.9% | -28.6% | +45.4% |
| All | +1,248.2% | +1,023.8% | +224.3% | +832.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling