+906.4%
MOD vs PEGA
+101.6%
+804.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.2% | +6.7% |
| 7D | -25.5% | -4.5% | -21.0% | -24.6% |
| 30D | -49.0% | -5.7% | -43.3% | -48.4% |
| 3M | -49.8% | +2.7% | -52.5% | -50.9% |
| 6M | -64.8% | -10.5% | -54.3% | -64.8% |
| YTD | -27.6% | -45.4% | +17.8% | -17.1% |
| 1Y | -35.2% | -44.7% | +9.5% | -25.9% |
| 3Y | +137.1% | +45.7% | +91.5% | +79.7% |
| 5Y | +760.3% | -45.3% | +805.5% | +817.2% |
| All | +906.4% | +101.6% | +804.7% | +649.2% |
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