+56.5%
MDY vs PEGA
+46.3%
+10.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +2.0% | -4.1% | +6.1% | +2.4% |
| 3M | -5.6% | -2.8% | -2.8% | -5.6% |
| 6M | +1.3% | -0.4% | +1.7% | +0.5% |
| YTD | +12.3% | -45.4% | +57.7% | +20.4% |
| 1Y | +15.8% | -42.6% | +58.4% | +23.0% |
| 3Y | +56.5% | +45.4% | +11.1% | +40.4% |
| All | +56.5% | +46.3% | +10.2% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling