-21.7%
MKC vs PEGA
+41.6%
-63.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -7.0% | -8.6% | +1.6% | -6.6% |
| 30D | +4.1% | -10.1% | +14.2% | +4.6% |
| 3M | -10.3% | -4.7% | -5.6% | -10.2% |
| 6M | +1.7% | -8.0% | +9.7% | +1.7% |
| YTD | -29.1% | -47.1% | +18.0% | -28.0% |
| 1Y | -26.0% | -47.5% | +21.5% | -24.8% |
| All | -21.7% | +41.6% | -63.3% | -24.9% |
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