+2,162.8%
MDY vs PEGA
+1,023.8%
+1,139.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | +3.0% | -4.6% | +7.6% | +3.6% |
| 30D | +0.8% | -6.8% | +7.6% | +1.5% |
| 3M | -5.1% | +2.6% | -7.7% | -5.7% |
| 6M | +1.2% | -5.4% | +6.5% | +1.0% |
| YTD | +12.5% | -46.0% | +58.5% | +19.2% |
| 1Y | +13.8% | -45.6% | +59.4% | +20.3% |
| 3Y | +56.4% | +43.2% | +13.3% | +43.8% |
| 5Y | +35.3% | -45.3% | +80.6% | +35.6% |
| 10Y | +167.7% | +88.9% | +78.9% | +134.4% |
| All | +2,162.8% | +1,023.8% | +1,139.0% | +1,239.7% |
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