+321.2%
MOD vs PEGA
+49.4%
+271.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | +9.6% | +3.3% | +6.3% | +8.8% |
| 30D | 0.0% | +17.7% | -17.7% | -3.8% |
| 3M | -35.4% | +5.8% | -41.2% | -36.8% |
| 6M | -7.3% | -20.3% | +13.0% | -2.5% |
| YTD | +45.8% | -37.1% | +82.9% | +63.3% |
| 1Y | +43.1% | -30.2% | +73.3% | +52.6% |
| All | +321.2% | +49.4% | +271.8% | +232.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling