+1,429.4%
MMM vs PEGA
+1,035.4%
+394.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 6M | +27.6% | -10.6% | +38.2% | +28.0% |
| YTD | +17.3% | -45.5% | +62.8% | +21.8% |
| 1Y | +15.1% | -44.8% | +59.9% | +19.3% |
| 3Y | +157.1% | +45.5% | +111.6% | +142.9% |
| 5Y | +45.1% | -45.3% | +90.4% | +44.9% |
| 10Y | +83.9% | +102.4% | -18.5% | +66.0% |
| All | +1,429.4% | +1,035.4% | +394.0% | +993.9% |
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