+1,604.6%
MOD vs PEGA
+191.4%
+1,413.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | +9.6% | +3.3% | +6.3% | +8.5% |
| 30D | 0.0% | +17.7% | -17.7% | -5.3% |
| 3M | -35.4% | +5.8% | -41.2% | -38.0% |
| 6M | -7.3% | -20.3% | +13.0% | -3.3% |
| YTD | +45.8% | -37.1% | +82.9% | +61.3% |
| 1Y | +43.1% | -30.2% | +73.3% | +51.2% |
| 3Y | +297.7% | +48.1% | +249.6% | +205.5% |
| 5Y | +1,478.8% | -46.8% | +1,525.5% | +1,655.8% |
| All | +1,604.6% | +191.4% | +1,413.1% | +839.0% |
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