+4,830.0%
MO vs PEGA
+1,209.2%
+3,620.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +0.3% | +3.3% | -3.0% | +0.2% |
| 30D | +0.6% | +17.7% | -17.1% | 0.0% |
| 3M | -1.0% | +5.8% | -6.8% | -1.3% |
| 6M | +4.3% | -20.3% | +24.6% | +5.0% |
| YTD | +23.3% | -37.1% | +60.4% | +24.9% |
| 1Y | +10.5% | -30.2% | +40.7% | +11.4% |
| 3Y | +96.3% | +48.1% | +48.2% | +89.8% |
| 5Y | +98.9% | -46.8% | +145.7% | +98.5% |
| 10Y | +103.6% | +191.3% | -87.7% | +89.3% |
| All | +4,830.0% | +1,209.2% | +3,620.7% | +3,552.1% |
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