+6,694.3%
MELI vs PEGA
+1,347.0%
+5,347.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.7% |
| 7D | -6.5% | -6.1% | -0.4% | -4.1% |
| 30D | +2.8% | +6.4% | -3.5% | +0.1% |
| 3M | +14.3% | +2.9% | +11.4% | +11.4% |
| 6M | +6.0% | -23.8% | +29.9% | +15.7% |
| YTD | -6.8% | -41.1% | +34.2% | +11.0% |
| 1Y | -20.9% | -38.2% | +17.3% | -8.5% |
| 3Y | +31.4% | +49.8% | -18.5% | -7.5% |
| 5Y | -0.4% | -48.0% | +47.6% | +7.4% |
| 10Y | +951.2% | +173.1% | +778.0% | +506.4% |
| All | +6,694.3% | +1,347.0% | +5,347.3% | +1,299.7% |
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