+49.3%
MRK vs PEGA
+48.1%
+1.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -1.2% |
| 7D | -0.9% | -2.4% | +1.5% | -0.9% |
| 30D | +15.5% | +9.6% | +5.8% | +15.4% |
| 3M | +25.1% | +2.3% | +22.8% | +25.0% |
| 6M | +30.1% | -23.9% | +54.0% | +30.2% |
| YTD | +43.1% | -39.8% | +82.9% | +44.0% |
| 1Y | +82.5% | -37.4% | +119.9% | +83.3% |
| 3Y | +49.3% | +53.1% | -3.8% | +45.1% |
| All | +49.3% | +48.1% | +1.3% | +45.1% |
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 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