+122.0%
MS vs PEGA
-45.0%
+167.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.8% | -1.1% |
| 7D | +3.7% | -4.6% | +8.2% | +4.4% |
| 30D | +2.0% | -6.8% | +8.8% | +3.0% |
| 3M | -12.6% | +2.6% | -15.1% | -13.4% |
| 6M | -0.3% | -5.4% | +5.1% | -0.6% |
| YTD | +9.0% | -46.0% | +55.0% | +19.5% |
| 1Y | +13.9% | -45.6% | +59.5% | +24.6% |
| 3Y | +173.6% | +43.2% | +130.5% | +137.3% |
| 5Y | +122.0% | -45.3% | +167.2% | +125.3% |
| All | +122.0% | -45.0% | +167.0% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling