+97.5%
MO vs PEGA
-48.2%
+145.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.4% |
| 7D | -2.4% | -6.1% | +3.7% | -2.3% |
| 30D | +3.6% | +6.4% | -2.8% | +3.5% |
| 3M | -3.7% | +2.9% | -6.6% | -3.8% |
| 6M | +4.5% | -23.8% | +28.3% | +4.5% |
| YTD | +21.5% | -41.1% | +62.6% | +21.9% |
| 1Y | +9.5% | -38.2% | +47.8% | +9.8% |
| 3Y | +93.6% | +49.8% | +43.7% | +88.1% |
| 5Y | +97.5% | -48.0% | +145.5% | +107.9% |
| All | +97.5% | -48.2% | +145.7% | +107.9% |
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 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