-35.2%
MOD vs PEGA
-45.2%
+10.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.2% | +5.0% |
| 7D | -25.5% | -4.5% | -21.0% | -26.2% |
| 30D | -49.0% | -5.7% | -43.3% | -49.5% |
| 3M | -49.8% | +2.6% | -52.4% | -49.3% |
| 6M | -64.8% | -10.6% | -54.2% | -63.9% |
| YTD | -27.6% | -45.5% | +17.8% | -26.6% |
| 1Y | -35.2% | -44.8% | +9.6% | -34.6% |
| All | -35.2% | -45.2% | +10.0% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling