+1,026.8%
MKTX vs PEGA
+2,137.1%
-1,110.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.1% | +1.1% |
| 7D | +0.4% | -2.4% | +2.8% | +1.0% |
| 30D | +1.0% | +9.6% | -8.7% | -1.8% |
| 3M | +41.3% | +2.3% | +38.9% | +38.7% |
| 6M | -11.3% | -23.9% | +12.6% | -6.3% |
| YTD | -8.6% | -39.8% | +31.2% | +1.8% |
| 1Y | -11.1% | -37.4% | +26.4% | -2.9% |
| 3Y | -24.5% | +53.1% | -77.6% | -42.8% |
| 5Y | -61.4% | -47.2% | -14.2% | -61.5% |
| 10Y | +6.8% | +174.3% | -167.5% | -42.8% |
| All | +1,026.8% | +2,137.1% | -1,110.3% | +98.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling