+78.0%
MRK vs PEGA
-37.1%
+115.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -1.8% |
| 7D | -5.0% | -5.3% | +0.3% | -5.2% |
| 30D | +11.0% | +8.3% | +2.7% | +11.3% |
| 3M | +22.4% | +8.9% | +13.5% | +22.8% |
| 6M | +25.4% | -19.7% | +45.1% | +23.6% |
| YTD | +39.5% | -39.9% | +79.4% | +37.2% |
| 1Y | +78.0% | -36.4% | +114.4% | +74.7% |
| All | +78.0% | -37.1% | +115.1% | +74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling