+2,280.3%
MRSH vs PEGA
+1,154.6%
+1,125.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -2.4% |
| 7D | -3.8% | -2.4% | -1.4% | -3.6% |
| 30D | -5.8% | +9.6% | -15.4% | -6.6% |
| 3M | +11.7% | +2.3% | +9.4% | +11.2% |
| 6M | -0.3% | -23.9% | +23.6% | +1.7% |
| YTD | -1.1% | -39.8% | +38.6% | +2.5% |
| 1Y | -9.5% | -37.4% | +28.0% | -6.6% |
| 3Y | -2.6% | +53.1% | -55.7% | -9.3% |
| 5Y | +22.7% | -47.2% | +70.0% | +22.9% |
| 10Y | +214.6% | +174.3% | +40.2% | +172.5% |
| All | +2,280.3% | +1,154.6% | +1,125.7% | +1,487.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling