-23.8%
MOH vs PEGA
-45.8%
+21.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +3.0% |
| 7D | -1.3% | -5.3% | +4.0% | -0.9% |
| 30D | +3.0% | +8.3% | -5.3% | +2.2% |
| 3M | +1.2% | +8.9% | -7.7% | +0.2% |
| 6M | +41.7% | -19.7% | +61.4% | +43.5% |
| YTD | +15.4% | -39.9% | +55.3% | +19.7% |
| 1Y | +11.8% | -36.4% | +48.2% | +15.0% |
| 3Y | -37.5% | +52.8% | -90.3% | -42.1% |
| All | -23.8% | -45.8% | +21.9% | -17.8% |
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