+25.1%
MKC vs PEGA
+97.3%
-72.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +4.8% | -4.1% | +9.0% | +5.2% |
| 3M | -12.8% | -2.8% | -10.0% | -12.7% |
| 6M | +5.0% | -0.4% | +5.5% | +4.5% |
| YTD | -29.1% | -45.4% | +16.3% | -25.6% |
| 1Y | -26.4% | -42.6% | +16.2% | -23.2% |
| 3Y | -21.6% | +45.4% | -67.0% | -29.6% |
| 5Y | -35.2% | -44.6% | +9.3% | -33.4% |
| All | +25.1% | +97.3% | -72.2% | -1.4% |
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 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