+49.4%
MDY vs PEGA
+49.1%
+0.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -0.8% | -6.1% | +5.4% | 0.0% |
| 30D | -3.9% | +6.4% | -10.3% | -4.7% |
| 3M | 0.0% | +2.9% | -3.0% | -0.9% |
| 6M | +8.5% | -23.8% | +32.4% | +11.9% |
| YTD | +13.2% | -41.1% | +54.3% | +20.8% |
| 1Y | +15.0% | -38.2% | +53.3% | +21.3% |
| All | +49.4% | +49.1% | +0.3% | +30.3% |
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