-23.1%
MKC vs PEGA
-37.1%
+14.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | -2.8% | -5.3% | +2.5% | -2.7% |
| 30D | -3.4% | +8.3% | -11.7% | -3.7% |
| 3M | +3.8% | +8.9% | -5.2% | +2.7% |
| 6M | -17.9% | -19.7% | +1.8% | -20.0% |
| YTD | -23.6% | -39.9% | +16.3% | -25.4% |
| 1Y | -23.1% | -36.4% | +13.3% | -24.4% |
| All | -23.1% | -37.1% | +14.1% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling