+9.1%
MSCI vs PEGA
-45.8%
+54.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -1.9% | -8.6% | +6.7% | 0.0% |
| 30D | +16.5% | -10.1% | +26.5% | +19.1% |
| 3M | +18.2% | -4.7% | +22.9% | +19.1% |
| 6M | +14.0% | -8.0% | +21.9% | +14.9% |
| YTD | +16.6% | -47.1% | +63.7% | +31.1% |
| 1Y | +14.8% | -47.5% | +62.3% | +29.1% |
| 3Y | +33.3% | +40.2% | -7.0% | +9.3% |
| 5Y | +9.1% | -45.7% | +54.8% | +23.9% |
| All | +9.1% | -45.8% | +54.9% | +23.9% |
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