+184.8%
MPC vs PEGA
+44.0%
+140.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -8.8% | -8.2% | -0.6% | -8.3% |
| 30D | -14.4% | -11.6% | -2.8% | -13.6% |
| 3M | +21.9% | -4.2% | +26.1% | +22.1% |
| 6M | +60.1% | -12.0% | +72.1% | +61.0% |
| YTD | +142.3% | -46.9% | +189.2% | +154.2% |
| 1Y | +101.7% | -47.0% | +148.7% | +111.4% |
| 3Y | +184.8% | +40.9% | +143.9% | +169.3% |
| All | +184.8% | +44.0% | +140.8% | +169.3% |
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