+170.5%
MDY vs PEGA
+180.6%
-10.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.4% |
| 7D | -2.5% | -5.3% | +2.8% | -1.3% |
| 30D | -5.0% | +8.3% | -13.3% | -7.1% |
| 3M | +0.5% | +8.9% | -8.5% | -2.7% |
| 6M | +8.0% | -19.7% | +27.7% | +12.0% |
| YTD | +12.2% | -39.9% | +52.1% | +23.8% |
| 1Y | +14.0% | -36.4% | +50.4% | +23.1% |
| 3Y | +48.2% | +52.8% | -4.6% | +16.7% |
| 5Y | +46.1% | -45.7% | +91.7% | +55.2% |
| All | +170.5% | +180.6% | -10.1% | +78.4% |
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