-30.4%
MKC vs PEGA
+48.1%
-78.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | -0.2% |
| 7D | -4.3% | -2.4% | -2.0% | -4.3% |
| 30D | -2.0% | +9.6% | -11.6% | -2.4% |
| 3M | +10.0% | +2.3% | +7.7% | +9.5% |
| 6M | -18.5% | -23.9% | +5.4% | -18.3% |
| YTD | -22.4% | -39.8% | +17.3% | -21.5% |
| 1Y | -23.6% | -37.4% | +13.8% | -22.9% |
| 3Y | -30.4% | +53.1% | -83.6% | -34.8% |
| All | -30.4% | +48.1% | -78.5% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling