+2,781.3%
MSCI vs PEGA
+1,075.1%
+1,706.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.1% |
| 7D | +6.0% | -1.6% | +7.6% | +6.5% |
| 30D | +18.2% | -3.0% | +21.2% | +19.1% |
| 3M | +15.1% | +5.8% | +9.3% | +12.8% |
| 6M | +13.7% | -8.8% | +22.6% | +15.1% |
| YTD | +15.6% | -43.5% | +59.1% | +31.7% |
| 1Y | +16.3% | -43.4% | +59.7% | +32.1% |
| 3Y | +36.9% | +48.6% | -11.7% | +7.5% |
| 5Y | +6.3% | -43.3% | +49.6% | +6.1% |
| 10Y | +823.0% | +109.7% | +713.3% | +524.2% |
| All | +2,781.3% | +1,075.1% | +1,706.1% | +771.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling