-11.8%
MKTX vs PEGA
-36.0%
+24.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.1% |
| 7D | -0.2% | -3.0% | +2.8% | 0.0% |
| 30D | +0.7% | +15.9% | -15.2% | -0.3% |
| 3M | +40.8% | +10.8% | +29.9% | +39.2% |
| 6M | -8.0% | -16.5% | +8.5% | -7.4% |
| YTD | -8.7% | -39.0% | +30.3% | -7.5% |
| 1Y | -11.8% | -37.3% | +25.4% | -10.6% |
| All | -11.8% | -36.0% | +24.2% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling