+155.7%
MO vs PEGA
+97.3%
+58.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +7.5% | -4.1% | +11.7% | +7.8% |
| 3M | +22.8% | -2.8% | +25.6% | +22.9% |
| 6M | +13.4% | -0.4% | +13.8% | +13.0% |
| YTD | +43.0% | -45.4% | +88.4% | +47.4% |
| 1Y | +45.2% | -42.6% | +87.9% | +49.1% |
| 3Y | +145.5% | +45.4% | +100.1% | +125.7% |
| 5Y | +157.1% | -44.6% | +201.7% | +165.2% |
| All | +155.7% | +97.3% | +58.4% | +120.0% |
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