+1,027.2%
MKTX vs PEGA
+2,234.6%
-1,207.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +0.4% | +3.3% | -2.9% | -0.5% |
| 30D | +1.1% | +17.7% | -16.7% | -3.6% |
| 3M | +36.1% | +5.8% | +30.3% | +32.4% |
| 6M | -12.9% | -20.3% | +7.4% | -9.1% |
| YTD | -8.5% | -37.1% | +28.6% | +0.8% |
| 1Y | -7.5% | -30.2% | +22.7% | -2.0% |
| 3Y | -28.3% | +48.1% | -76.4% | -45.0% |
| 5Y | -63.3% | -46.8% | -16.5% | -63.3% |
| 10Y | +4.5% | +191.3% | -186.8% | -45.0% |
| All | +1,027.2% | +2,234.6% | -1,207.4% | +96.4% |
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