+514.9%
MKSI vs PEGA
+184.6%
+330.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.5% |
| 7D | +2.7% | -3.0% | +5.7% | +3.8% |
| 30D | -12.8% | +15.9% | -28.7% | -18.4% |
| 3M | -22.5% | +10.8% | -33.4% | -28.5% |
| 6M | +19.4% | -16.5% | +35.9% | +22.5% |
| YTD | +67.7% | -39.0% | +106.7% | +93.0% |
| 1Y | +131.4% | -37.3% | +168.7% | +159.8% |
| 3Y | +197.3% | +59.2% | +138.2% | +91.1% |
| 5Y | +87.0% | -44.9% | +131.8% | +104.0% |
| All | +514.9% | +184.6% | +330.3% | +224.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling