+4.6%
MKTX vs PEGA
+184.6%
-180.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.3% |
| 7D | -0.2% | -3.0% | +2.8% | +0.3% |
| 30D | +0.7% | +15.9% | -15.2% | -2.1% |
| 3M | +40.8% | +10.8% | +29.9% | +37.0% |
| 6M | -8.0% | -16.5% | +8.5% | -5.9% |
| YTD | -8.7% | -39.0% | +30.3% | -1.6% |
| 1Y | -11.8% | -37.3% | +25.4% | -6.0% |
| 3Y | -24.0% | +59.2% | -83.2% | -39.6% |
| 5Y | -60.3% | -44.9% | -15.4% | -59.3% |
| All | +4.6% | +184.6% | -180.1% | -27.1% |
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