+170.4%
MTB vs PEGA
+170.9%
-0.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | +1.1% | -6.1% | +7.2% | +2.3% |
| 30D | -4.6% | +6.4% | -11.0% | -6.0% |
| 3M | +6.3% | +2.9% | +3.3% | +4.7% |
| 6M | +15.6% | -23.8% | +39.4% | +20.4% |
| YTD | +20.6% | -41.1% | +61.6% | +31.3% |
| 1Y | +22.5% | -38.2% | +60.8% | +31.4% |
| 3Y | +114.4% | +49.8% | +64.6% | +76.9% |
| 5Y | +101.9% | -48.0% | +149.9% | +115.0% |
| 10Y | +170.4% | +173.1% | -2.7% | +80.3% |
| All | +170.4% | +170.9% | -0.5% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling