+1,256.4%
MDT vs PEGA
+1,001.0%
+255.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -3.2% | -8.6% | +5.5% | -2.5% |
| 30D | +10.5% | -10.1% | +20.6% | +11.4% |
| 3M | +13.0% | -4.7% | +17.7% | +13.2% |
| 6M | +38.7% | -8.0% | +46.6% | +39.0% |
| YTD | +8.5% | -47.1% | +55.6% | +13.0% |
| 1Y | +10.0% | -47.5% | +57.5% | +14.6% |
| 3Y | +58.6% | +40.2% | +18.4% | +49.6% |
| 5Y | -0.3% | -45.7% | +45.5% | -0.6% |
| 10Y | +61.3% | +85.1% | -23.8% | +46.5% |
| All | +1,256.4% | +1,001.0% | +255.4% | +840.2% |
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