+400.8%
MOD vs PEGA
+1,076.4%
-675.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -5.0% | -6.9% |
| 7D | -34.2% | -1.6% | -32.6% | -34.0% |
| 30D | -51.9% | -3.0% | -48.9% | -51.7% |
| 3M | -53.0% | +5.8% | -58.8% | -53.7% |
| 6M | -66.4% | -8.8% | -57.5% | -66.4% |
| YTD | -31.5% | -43.5% | +12.0% | -27.2% |
| 1Y | -39.6% | -43.4% | +3.8% | -35.7% |
| 3Y | +116.8% | +48.6% | +68.2% | +93.7% |
| 5Y | +713.8% | -43.3% | +757.1% | +719.9% |
| 10Y | +882.7% | +109.7% | +773.0% | +717.9% |
| All | +400.8% | +1,076.4% | -675.6% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling