+753.4%
MOD vs PEGA
-45.3%
+798.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.2% | +6.4% |
| 7D | -25.5% | -4.5% | -21.0% | -24.9% |
| 30D | -49.0% | -5.7% | -43.3% | -48.6% |
| 3M | -49.8% | +2.6% | -52.4% | -50.6% |
| 6M | -64.8% | -10.6% | -54.2% | -64.7% |
| YTD | -27.6% | -45.5% | +17.8% | -18.9% |
| 1Y | -35.2% | -44.8% | +9.6% | -27.5% |
| 3Y | +137.1% | +45.5% | +91.6% | +96.9% |
| All | +753.4% | -45.3% | +798.8% | +752.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling