+2,217.6%
MDY vs PEGA
+1,209.2%
+1,008.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +0.1% | +3.3% | -3.1% | -0.2% |
| 30D | -1.5% | +17.7% | -19.2% | -3.5% |
| 3M | +0.8% | +5.8% | -5.0% | -0.4% |
| 6M | +7.4% | -20.3% | +27.7% | +9.4% |
| YTD | +15.2% | -37.1% | +52.3% | +20.1% |
| 1Y | +16.5% | -30.2% | +46.7% | +19.7% |
| 3Y | +46.8% | +48.1% | -1.3% | +34.6% |
| 5Y | +46.0% | -46.8% | +92.8% | +47.0% |
| 10Y | +172.1% | +191.3% | -19.3% | +127.9% |
| All | +2,217.6% | +1,209.2% | +1,008.4% | +1,250.3% |
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 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