+103.3%
MTB vs PEGA
-47.9%
+151.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | 0.0% |
| 7D | +2.8% | -2.4% | +5.2% | +3.1% |
| 30D | -4.2% | +9.6% | -13.8% | -5.5% |
| 3M | +7.8% | +2.3% | +5.5% | +6.9% |
| 6M | +14.8% | -23.9% | +38.7% | +18.3% |
| YTD | +20.8% | -39.8% | +60.5% | +28.1% |
| 1Y | +23.1% | -37.4% | +60.5% | +29.3% |
| 3Y | +114.8% | +53.1% | +61.7% | +88.7% |
| 5Y | +103.3% | -47.2% | +150.5% | +119.3% |
| All | +103.3% | -47.9% | +151.2% | +119.3% |
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 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