+5,527.5%
MO vs PEGA
+1,001.0%
+4,526.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | -0.8% | -8.6% | +7.8% | -0.5% |
| 30D | +8.0% | -10.1% | +18.1% | +8.4% |
| 3M | +20.9% | -4.7% | +25.7% | +21.0% |
| 6M | +16.3% | -8.0% | +24.3% | +16.4% |
| YTD | +40.7% | -47.1% | +87.9% | +43.5% |
| 1Y | +41.5% | -47.5% | +88.9% | +44.2% |
| 3Y | +141.5% | +40.2% | +101.3% | +133.9% |
| 5Y | +153.1% | -45.7% | +198.8% | +152.1% |
| 10Y | +149.3% | +85.1% | +64.3% | +135.6% |
| All | +5,527.5% | +1,001.0% | +4,526.5% | +4,094.6% |
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