+961.1%
MELI vs PEGA
+184.6%
+776.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -1.1% |
| 7D | -4.1% | -3.0% | -1.1% | -2.8% |
| 30D | +3.8% | +15.9% | -12.1% | -3.1% |
| 3M | +17.8% | +10.8% | +7.0% | +10.6% |
| 6M | +7.4% | -16.5% | +23.9% | +13.7% |
| YTD | -5.8% | -39.0% | +33.2% | +13.2% |
| 1Y | -18.9% | -37.3% | +18.4% | -4.9% |
| 3Y | +33.3% | +59.2% | -25.8% | -19.1% |
| 5Y | +2.7% | -44.9% | +47.6% | +16.7% |
| All | +961.1% | +184.6% | +776.5% | +522.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling