+114.8%
MTB vs PEGA
+48.1%
+66.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.1% |
| 7D | +2.8% | -2.4% | +5.2% | +3.0% |
| 30D | -4.2% | +9.6% | -13.8% | -5.2% |
| 3M | +7.8% | +2.3% | +5.5% | +7.1% |
| 6M | +14.8% | -23.9% | +38.7% | +17.9% |
| YTD | +20.8% | -39.8% | +60.5% | +27.4% |
| 1Y | +23.1% | -37.4% | +60.5% | +28.8% |
| 3Y | +114.8% | +53.1% | +61.7% | +81.7% |
| All | +114.8% | +48.1% | +66.8% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling