-7.8%
MP vs PEGA
-43.7%
+35.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.5% |
| 7D | -19.0% | -1.6% | -17.4% | -18.6% |
| 30D | -30.5% | -3.0% | -27.5% | -30.1% |
| 3M | -29.6% | +5.8% | -35.4% | -31.1% |
| 6M | -50.4% | -8.8% | -41.6% | -50.2% |
| YTD | -33.2% | -43.5% | +10.3% | -24.1% |
| 1Y | -38.6% | -43.4% | +4.8% | -30.2% |
| 3Y | +105.5% | +48.6% | +56.9% | +50.7% |
| 5Y | -7.8% | -43.3% | +35.5% | +20.8% |
| All | -7.8% | -43.7% | +35.8% | +20.8% |
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