+46.0%
MDY vs PEGA
-48.2%
+94.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -0.8% | -6.1% | +5.4% | +0.3% |
| 30D | -3.9% | +6.4% | -10.3% | -5.0% |
| 3M | 0.0% | +2.9% | -3.0% | -1.2% |
| 6M | +8.5% | -23.8% | +32.4% | +12.6% |
| YTD | +13.2% | -41.1% | +54.3% | +22.2% |
| 1Y | +15.0% | -38.2% | +53.3% | +22.5% |
| 3Y | +49.6% | +49.8% | -0.3% | +27.3% |
| 5Y | +46.0% | -48.0% | +94.0% | +57.4% |
| All | +46.0% | -48.2% | +94.2% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling