+10.9%
MO vs PEGA
-37.1%
+48.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.6% | +1.4% |
| 7D | -1.0% | -5.3% | +4.3% | -1.1% |
| 30D | +5.8% | +8.3% | -2.5% | +6.0% |
| 3M | -4.5% | +8.9% | -13.5% | -4.7% |
| 6M | +5.7% | -19.7% | +25.5% | +3.6% |
| YTD | +23.1% | -39.9% | +63.0% | +19.4% |
| 1Y | +10.9% | -36.4% | +47.3% | +8.7% |
| All | +10.9% | -37.1% | +48.1% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling