+5.6%
MSCI vs PEGA
-44.5%
+50.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +17.8% | -4.1% | +21.9% | +18.8% |
| 3M | +15.2% | -2.8% | +18.0% | +15.6% |
| 6M | +16.5% | -0.4% | +16.9% | +15.5% |
| YTD | +16.4% | -45.4% | +61.8% | +29.9% |
| 1Y | +16.8% | -42.6% | +59.4% | +28.7% |
| 3Y | +35.8% | +45.4% | -9.6% | +10.4% |
| All | +5.6% | -44.5% | +50.1% | +19.4% |
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