+1,774.0%
MKC vs PEGA
+1,209.2%
+564.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -5.9% | +3.3% | -9.2% | -6.0% |
| 30D | -0.9% | +17.7% | -18.6% | -1.5% |
| 3M | +12.7% | +5.8% | +6.9% | +12.3% |
| 6M | -19.3% | -20.3% | +1.0% | -18.8% |
| YTD | -22.2% | -37.1% | +15.0% | -21.1% |
| 1Y | -23.3% | -30.2% | +6.9% | -22.7% |
| 3Y | -30.0% | +48.1% | -78.1% | -32.0% |
| 5Y | -33.8% | -46.8% | +13.0% | -33.9% |
| 10Y | +24.4% | +191.3% | -166.9% | +17.2% |
| All | +1,774.0% | +1,209.2% | +564.7% | +1,606.0% |
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