+127.0%
MP vs PEGA
+43.4%
+83.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +5.4% |
| 7D | -10.5% | -4.5% | -6.0% | -10.0% |
| 30D | -23.5% | -5.7% | -17.9% | -23.0% |
| 3M | -25.4% | +2.6% | -28.0% | -26.0% |
| 6M | -51.3% | -10.6% | -40.7% | -50.8% |
| YTD | -29.9% | -45.5% | +15.6% | -23.4% |
| 1Y | -31.8% | -44.8% | +12.9% | -25.6% |
| 3Y | +127.0% | +45.5% | +81.5% | +67.5% |
| All | +127.0% | +43.4% | +83.6% | +67.5% |
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