+15.9%
MS vs PEGA
-47.6%
+63.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.0% | +3.2% |
| 7D | +0.7% | -10.0% | +10.7% | +1.1% |
| 30D | -0.9% | -12.7% | +11.7% | -0.6% |
| 3M | -13.0% | -4.6% | -8.4% | -13.0% |
| 6M | -2.0% | -13.1% | +11.1% | -0.5% |
| YTD | +7.8% | -47.6% | +55.4% | +14.7% |
| All | +15.9% | -47.6% | +63.5% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling