+65.1%
MTB vs PEGA
-46.7%
+111.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.1% |
| 7D | -0.7% | -8.2% | +7.6% | +0.4% |
| 30D | +1.4% | -11.6% | +13.0% | +3.0% |
| 3M | -11.6% | -4.2% | -7.4% | -11.4% |
| 6M | +5.4% | -12.0% | +17.4% | +6.3% |
| YTD | +11.7% | -46.9% | +58.6% | +20.1% |
| 1Y | +20.5% | -47.0% | +67.5% | +29.5% |
| 3Y | +104.5% | +40.9% | +63.6% | +81.9% |
| 5Y | +65.1% | -45.4% | +110.4% | +61.6% |
| All | +65.1% | -46.7% | +111.8% | +61.6% |
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 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