+110.3%
MO vs PEGA
+180.6%
-70.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.6% | +1.2% |
| 7D | -1.0% | -5.3% | +4.3% | -0.7% |
| 30D | +5.8% | +8.3% | -2.5% | +5.2% |
| 3M | -4.5% | +8.9% | -13.5% | -5.2% |
| 6M | +5.7% | -19.7% | +25.5% | +6.7% |
| YTD | +23.1% | -39.9% | +63.0% | +26.3% |
| 1Y | +10.9% | -36.4% | +47.3% | +13.1% |
| 3Y | +96.1% | +52.8% | +43.3% | +80.5% |
| 5Y | +100.1% | -45.7% | +145.7% | +108.9% |
| All | +110.3% | +180.6% | -70.3% | +80.3% |
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