+92.3%
MGY vs PEGA
-47.2%
+139.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | +1.8% | -5.3% | +7.1% | +2.4% |
| 30D | +6.5% | +8.3% | -1.8% | +5.4% |
| 3M | +0.3% | +8.9% | -8.6% | -1.1% |
| 6M | -2.4% | -19.7% | +17.3% | -0.5% |
| YTD | +29.0% | -39.9% | +68.9% | +36.1% |
| 1Y | +17.0% | -36.4% | +53.4% | +21.9% |
| 3Y | +26.2% | +52.8% | -26.6% | +10.2% |
| 5Y | +92.3% | -45.7% | +138.0% | +119.6% |
| All | +92.3% | -47.2% | +139.5% | +119.6% |
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