+3.2%
MELI vs PEGA
-47.2%
+50.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.9% |
| 7D | -4.3% | -5.3% | +1.0% | -2.4% |
| 30D | -1.7% | +8.3% | -10.0% | -4.7% |
| 3M | +20.0% | +8.9% | +11.1% | +14.9% |
| 6M | +9.4% | -19.7% | +29.2% | +16.4% |
| YTD | -5.4% | -39.9% | +34.5% | +10.7% |
| 1Y | -18.8% | -36.4% | +17.5% | -7.9% |
| 3Y | +33.5% | +52.8% | -19.3% | -10.4% |
| 5Y | +3.2% | -45.7% | +48.8% | +45.4% |
| All | +3.2% | -47.2% | +50.3% | +45.4% |
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