+2,229.0%
MKSI vs PEGA
+2,307.0%
-78.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.1% | +1.4% |
| 7D | +6.6% | -6.1% | +12.8% | +8.1% |
| 30D | -8.2% | +6.4% | -14.6% | -9.9% |
| 3M | -16.4% | +2.9% | -19.3% | -18.6% |
| 6M | +23.0% | -23.8% | +46.8% | +27.2% |
| YTD | +68.2% | -41.1% | +109.2% | +82.1% |
| 1Y | +148.6% | -38.2% | +186.8% | +165.2% |
| 3Y | +196.0% | +49.8% | +146.1% | +150.8% |
| 5Y | +87.4% | -48.0% | +135.4% | +93.3% |
| 10Y | +523.8% | +173.1% | +350.7% | +375.1% |
| All | +2,229.0% | +2,307.0% | -78.0% | +988.9% |
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 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