+1,079.5%
MPC vs PEGA
+101.4%
+978.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.5% |
| 7D | -16.2% | -4.5% | -11.7% | -15.3% |
| 30D | -15.7% | -5.7% | -10.0% | -14.8% |
| 3M | +24.9% | +2.6% | +22.3% | +23.5% |
| 6M | +52.7% | -10.6% | +63.2% | +54.1% |
| YTD | +131.9% | -45.5% | +177.3% | +158.8% |
| 1Y | +96.6% | -44.8% | +141.4% | +118.4% |
| 3Y | +163.8% | +45.5% | +118.2% | +107.8% |
| 5Y | +533.1% | -45.3% | +578.4% | +586.1% |
| All | +1,079.5% | +101.4% | +978.0% | +602.5% |
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 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