+53.8%
MMM vs PEGA
+175.4%
-121.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | 0.0% |
| 7D | -1.6% | -2.4% | +0.8% | -1.2% |
| 30D | -8.0% | +9.6% | -17.6% | -9.5% |
| 3M | +9.4% | +2.3% | +7.0% | +8.2% |
| 6M | +10.2% | -23.9% | +34.1% | +14.0% |
| YTD | +6.1% | -39.8% | +45.9% | +13.5% |
| 1Y | +10.8% | -37.4% | +48.2% | +17.2% |
| 3Y | +104.8% | +53.1% | +51.6% | +75.7% |
| 5Y | +27.0% | -47.2% | +74.3% | +32.4% |
| 10Y | +53.8% | +174.3% | -120.6% | +5.5% |
| All | +53.8% | +175.4% | -121.6% | +5.5% |
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 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