+1,356.0%
MOH vs PEGA
+1,867.3%
-511.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.7% |
| 7D | -4.2% | -6.1% | +1.9% | -3.1% |
| 30D | -2.4% | +6.4% | -8.8% | -3.7% |
| 3M | -4.4% | +2.9% | -7.3% | -5.6% |
| 6M | +32.9% | -23.8% | +56.8% | +37.5% |
| YTD | +11.9% | -41.1% | +52.9% | +20.0% |
| 1Y | +6.9% | -38.2% | +45.2% | +13.2% |
| 3Y | -39.4% | +49.8% | -89.3% | -48.4% |
| 5Y | -25.0% | -48.0% | +23.1% | -24.4% |
| 10Y | +244.9% | +173.1% | +71.7% | +142.6% |
| All | +1,356.0% | +1,867.3% | -511.3% | +585.7% |
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