+210.4%
MGY vs PEGA
+21.5%
+188.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +3.5% | -3.0% | +6.5% | +4.1% |
| 30D | +5.3% | +15.9% | -10.6% | +2.1% |
| 3M | +2.6% | +10.8% | -8.2% | -0.3% |
| 6M | -3.3% | -16.5% | +13.2% | -1.3% |
| YTD | +29.2% | -39.0% | +68.2% | +39.5% |
| 1Y | +18.0% | -37.3% | +55.3% | +25.8% |
| 3Y | +30.0% | +59.2% | -29.2% | +3.6% |
| 5Y | +92.7% | -44.9% | +137.6% | +107.0% |
| All | +210.4% | +21.5% | +188.9% | +135.5% |
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