+1,607.0%
MKC vs PEGA
+1,001.0%
+606.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -7.0% | -8.6% | +1.6% | -6.7% |
| 30D | +4.1% | -10.1% | +14.2% | +4.5% |
| 3M | -10.3% | -4.7% | -5.6% | -10.2% |
| 6M | +1.7% | -8.0% | +9.7% | +1.8% |
| YTD | -29.1% | -47.1% | +18.0% | -27.7% |
| 1Y | -26.0% | -47.5% | +21.5% | -24.5% |
| 3Y | -21.5% | +40.2% | -61.7% | -23.6% |
| 5Y | -35.0% | -45.7% | +10.7% | -35.2% |
| 10Y | +25.6% | +85.1% | -59.5% | +20.0% |
| All | +1,607.0% | +1,001.0% | +606.0% | +1,463.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling