+618.6%
MSCI vs PEGA
+191.9%
+426.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +0.4% | +3.3% | -2.9% | -0.6% |
| 30D | +0.6% | +17.7% | -17.2% | -4.5% |
| 3M | -7.1% | +5.8% | -12.9% | -9.6% |
| 6M | +0.8% | -20.3% | +21.1% | +6.0% |
| YTD | +1.0% | -37.1% | +38.1% | +13.0% |
| 1Y | +4.3% | -30.2% | +34.5% | +11.8% |
| 3Y | +9.9% | +48.1% | -38.2% | -17.4% |
| 5Y | -6.8% | -46.8% | +40.0% | +2.5% |
| All | +618.6% | +191.9% | +426.7% | +330.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling