+1,146.9%
MDT vs PEGA
+1,209.2%
-62.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +3.2% | +3.3% | -0.1% | +3.0% |
| 30D | +9.5% | +17.7% | -8.2% | +8.0% |
| 3M | +16.0% | +5.8% | +10.2% | +15.2% |
| 6M | +0.2% | -20.3% | +20.5% | +1.5% |
| YTD | -0.3% | -37.1% | +36.9% | +2.6% |
| 1Y | +4.7% | -30.2% | +34.9% | +6.6% |
| 3Y | +26.5% | +48.1% | -21.6% | +18.9% |
| 5Y | -18.2% | -46.8% | +28.6% | -18.3% |
| 10Y | +40.0% | +191.3% | -151.3% | +23.3% |
| All | +1,146.9% | +1,209.2% | -62.3% | +753.2% |
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