+1,135.3%
MPC vs PEGA
+94.5%
+1,040.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.9% | +3.5% |
| 7D | +2.6% | -8.6% | +11.2% | +4.6% |
| 30D | -12.2% | -10.1% | -2.1% | -10.3% |
| 3M | +20.1% | -4.7% | +24.8% | +20.6% |
| 6M | +60.6% | -8.0% | +68.6% | +61.1% |
| YTD | +150.6% | -47.1% | +197.7% | +181.4% |
| 1Y | +104.7% | -47.5% | +152.1% | +129.7% |
| 3Y | +194.5% | +40.2% | +154.2% | +133.9% |
| 5Y | +582.3% | -45.7% | +628.0% | +635.1% |
| 10Y | +1,135.3% | +85.1% | +1,050.2% | +641.7% |
| All | +1,135.3% | +94.5% | +1,040.8% | +641.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling