+445.3%
MP vs PEGA
-20.1%
+465.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.7% |
| 7D | -2.9% | +3.3% | -6.1% | -3.7% |
| 30D | +13.8% | +17.7% | -3.9% | +8.6% |
| 3M | -16.7% | +5.8% | -22.5% | -19.2% |
| 6M | -11.5% | -20.3% | +8.8% | -7.5% |
| YTD | +7.9% | -37.1% | +45.1% | +20.1% |
| 1Y | -15.0% | -30.2% | +15.2% | -9.3% |
| 3Y | +153.5% | +48.1% | +105.4% | +88.8% |
| 5Y | +58.7% | -46.8% | +105.5% | +76.3% |
| All | +445.3% | -20.1% | +465.4% | +456.1% |
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