+17.1%
MS vs PEGA
-47.0%
+64.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.6% |
| 7D | -1.7% | -8.6% | +6.9% | -1.4% |
| 30D | +0.9% | -10.1% | +11.0% | +1.2% |
| 3M | -10.8% | -4.7% | -6.1% | -10.8% |
| 6M | +0.9% | -8.0% | +8.9% | +1.8% |
| YTD | +9.8% | -47.1% | +56.9% | +16.7% |
| 1Y | +17.1% | -47.5% | +64.5% | +24.7% |
| All | +17.1% | -47.0% | +64.1% | +24.7% |
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