-33.5%
MKC vs PEGA
-48.2%
+14.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.7% |
| 7D | -4.3% | -6.1% | +1.8% | -4.1% |
| 30D | -3.1% | +6.4% | -9.5% | -3.4% |
| 3M | +6.8% | +2.9% | +3.9% | +6.4% |
| 6M | -18.3% | -23.8% | +5.5% | -17.9% |
| YTD | -23.1% | -41.1% | +18.0% | -21.8% |
| 1Y | -23.7% | -38.2% | +14.5% | -22.7% |
| 3Y | -31.0% | +49.8% | -80.9% | -34.0% |
| 5Y | -33.5% | -48.0% | +14.5% | -34.9% |
| All | -33.5% | -48.2% | +14.7% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling