+27.7%
MTB vs PEGA
-44.4%
+72.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +2.0% | -2.9% | +4.9% | +2.1% |
| 30D | +2.9% | -0.5% | +3.4% | +2.9% |
| 3M | -10.7% | +8.5% | -19.2% | -10.8% |
| 6M | +6.3% | -6.3% | +12.6% | +6.3% |
| YTD | +13.8% | -42.2% | +56.0% | +16.2% |
| 1Y | +27.7% | -43.4% | +71.2% | +33.6% |
| All | +27.7% | -44.4% | +72.2% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling