+83.0%
MMM vs PEGA
+99.2%
-16.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +2.5% |
| 7D | +5.8% | -10.0% | +15.7% | +7.5% |
| 30D | +17.9% | -12.7% | +30.6% | +20.3% |
| 3M | +3.6% | -4.6% | +8.2% | +3.9% |
| 6M | +32.9% | -13.1% | +46.0% | +34.3% |
| YTD | +19.5% | -47.6% | +67.1% | +30.3% |
| 1Y | +16.5% | -47.0% | +63.6% | +26.7% |
| 3Y | +167.2% | +42.0% | +125.1% | +130.5% |
| 5Y | +48.2% | -47.8% | +96.1% | +53.0% |
| 10Y | +83.0% | +92.0% | -9.0% | +39.0% |
| All | +83.0% | +99.2% | -16.2% | +39.0% |
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