+122.9%
MS vs PEGA
-44.5%
+167.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +5.7% | -4.1% | +9.8% | +6.2% |
| 3M | -12.2% | -2.8% | -9.3% | -12.1% |
| 6M | -0.5% | -0.4% | -0.1% | -1.7% |
| YTD | +9.8% | -45.4% | +55.2% | +20.2% |
| 1Y | +17.7% | -42.6% | +60.3% | +27.5% |
| 3Y | +176.8% | +45.4% | +131.4% | +139.4% |
| All | +122.9% | -44.5% | +167.4% | +125.2% |
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 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