+145.1%
MS vs PEGA
-46.5%
+191.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | +1.4% | +3.3% | -1.9% | +0.8% |
| 30D | -0.3% | +17.7% | -18.0% | -3.2% |
| 3M | +0.3% | +5.8% | -5.5% | -1.5% |
| 6M | +31.3% | -20.3% | +51.6% | +35.6% |
| YTD | +24.7% | -37.1% | +61.8% | +33.9% |
| 1Y | +47.9% | -30.2% | +78.1% | +54.7% |
| 3Y | +178.3% | +48.1% | +130.2% | +140.5% |
| All | +145.1% | -46.5% | +191.5% | +184.9% |
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