+20.4%
MRSH vs PEGA
-45.8%
+66.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.1% |
| 7D | -5.9% | -5.3% | -0.6% | -5.4% |
| 30D | -7.3% | +8.3% | -15.6% | -8.1% |
| 3M | +6.7% | +8.9% | -2.3% | +5.4% |
| 6M | +3.0% | -19.7% | +22.7% | +4.3% |
| YTD | -2.9% | -39.9% | +37.0% | +0.7% |
| 1Y | -9.0% | -36.4% | +27.4% | -6.4% |
| 3Y | -4.3% | +52.8% | -57.1% | -13.5% |
| All | +20.4% | -45.8% | +66.2% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling