+808.5%
MS vs PEGA
+191.4%
+617.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.5% |
| 7D | +1.4% | +3.3% | -1.9% | +0.5% |
| 30D | -0.3% | +17.7% | -18.0% | -4.7% |
| 3M | +0.3% | +5.8% | -5.5% | -2.5% |
| 6M | +31.3% | -20.3% | +51.6% | +37.0% |
| YTD | +24.7% | -37.1% | +61.8% | +37.5% |
| 1Y | +47.9% | -30.2% | +78.1% | +56.8% |
| 3Y | +178.3% | +48.1% | +130.2% | +119.2% |
| 5Y | +144.9% | -46.8% | +191.7% | +171.3% |
| All | +808.5% | +191.4% | +617.1% | +418.2% |
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