+556.2%
MS vs PEGA
+94.5%
+461.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | -1.7% | -8.6% | +6.9% | +0.5% |
| 30D | +0.9% | -10.1% | +11.0% | +3.4% |
| 3M | -10.8% | -4.7% | -6.1% | -10.5% |
| 6M | +0.9% | -8.0% | +8.9% | +0.9% |
| YTD | +9.8% | -47.1% | +56.9% | +26.0% |
| 1Y | +17.1% | -47.5% | +64.5% | +34.4% |
| 3Y | +175.7% | +40.2% | +135.5% | +116.6% |
| 5Y | +125.9% | -45.7% | +171.6% | +140.0% |
| 10Y | +556.2% | +85.1% | +471.1% | +324.9% |
| All | +556.2% | +94.5% | +461.7% | +324.9% |
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