+29.4%
MMM vs PEGA
-46.5%
+75.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.3% | +3.3% | -6.6% | -3.7% |
| 30D | -7.0% | +17.7% | -24.8% | -8.9% |
| 3M | +10.8% | +5.8% | +5.0% | +9.6% |
| 6M | +5.8% | -20.3% | +26.0% | +8.0% |
| YTD | +6.8% | -37.1% | +43.9% | +11.8% |
| 1Y | +10.4% | -30.2% | +40.6% | +13.7% |
| 3Y | +104.7% | +48.1% | +56.6% | +84.9% |
| All | +29.4% | -46.5% | +75.9% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling