+211.7%
MRSH vs PEGA
+184.6%
+27.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -4.8% | -3.0% | -1.8% | -4.3% |
| 30D | -6.3% | +15.9% | -22.2% | -8.6% |
| 3M | +5.8% | +10.8% | -5.0% | +3.6% |
| 6M | +2.8% | -16.5% | +19.3% | +4.8% |
| YTD | -3.1% | -39.0% | +35.9% | +3.1% |
| 1Y | -11.3% | -37.3% | +26.0% | -6.4% |
| 3Y | -5.0% | +59.2% | -64.1% | -20.3% |
| 5Y | +19.2% | -44.9% | +64.1% | +25.3% |
| All | +211.7% | +184.6% | +27.0% | +117.2% |
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