+157.1%
MMM vs PEGA
+43.4%
+113.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.1% |
| 7D | +6.2% | -4.5% | +10.7% | +6.6% |
| 30D | +14.2% | -5.7% | +19.9% | +14.7% |
| 3M | +2.9% | +2.6% | +0.3% | +2.4% |
| 6M | +27.6% | -10.6% | +38.2% | +28.2% |
| YTD | +17.3% | -45.5% | +62.8% | +23.4% |
| 1Y | +15.1% | -44.8% | +59.9% | +20.8% |
| 3Y | +157.1% | +45.5% | +111.6% | +142.2% |
| All | +157.1% | +43.4% | +113.7% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling