+206.7%
MGY vs PEGA
+20.0%
+186.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.2% | +6.5% | +3.1% |
| 7D | -0.9% | -2.4% | +1.5% | -0.5% |
| 30D | +10.1% | +9.6% | +0.5% | +8.0% |
| 3M | -1.5% | +2.3% | -3.8% | -2.8% |
| 6M | -4.9% | -23.9% | +19.0% | -1.1% |
| YTD | +27.7% | -39.8% | +67.4% | +38.2% |
| 1Y | +20.1% | -37.4% | +57.5% | +28.0% |
| 3Y | +24.9% | +53.1% | -28.3% | +0.5% |
| 5Y | +91.6% | -47.2% | +138.8% | +108.9% |
| All | +206.7% | +20.0% | +186.7% | +133.2% |
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