+34.1%
MSCI vs PEGA
+43.4%
-9.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.8% |
| 7D | +2.8% | -4.5% | +7.3% | +3.5% |
| 30D | +15.4% | -5.7% | +21.1% | +16.4% |
| 3M | +13.4% | +2.6% | +10.8% | +12.8% |
| 6M | +10.9% | -10.6% | +21.5% | +11.9% |
| YTD | +13.0% | -45.5% | +58.5% | +20.9% |
| 1Y | +12.0% | -44.8% | +56.8% | +19.6% |
| 3Y | +34.1% | +45.5% | -11.4% | +24.9% |
| All | +34.1% | +43.4% | -9.3% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling