+36.0%
MSCI vs PEGA
+41.6%
-5.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -1.9% | -8.6% | +6.7% | -0.6% |
| 30D | +16.5% | -10.1% | +26.5% | +18.3% |
| 3M | +18.2% | -4.7% | +22.9% | +18.9% |
| 6M | +14.0% | -8.0% | +21.9% | +14.6% |
| YTD | +16.6% | -47.1% | +63.7% | +25.4% |
| 1Y | +14.8% | -47.5% | +62.3% | +23.5% |
| All | +36.0% | +41.6% | -5.6% | +28.2% |
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 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