+1,794.7%
MTB vs PEGA
+1,005.9%
+788.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.1% |
| 7D | -0.7% | -8.2% | +7.6% | +0.1% |
| 30D | +1.4% | -11.6% | +13.0% | +2.5% |
| 3M | -11.6% | -4.2% | -7.4% | -11.4% |
| 6M | +5.4% | -12.0% | +17.4% | +6.0% |
| YTD | +11.7% | -46.9% | +58.6% | +16.9% |
| 1Y | +20.5% | -47.0% | +67.5% | +26.1% |
| 3Y | +104.5% | +40.9% | +63.6% | +92.3% |
| 5Y | +65.1% | -45.4% | +110.4% | +65.0% |
| 10Y | +119.5% | +95.9% | +23.6% | +97.6% |
| All | +1,794.7% | +1,005.9% | +788.8% | +1,374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling