+1,959.9%
MTB vs PEGA
+1,209.2%
+750.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.7% | +3.3% | -1.6% | +1.4% |
| 30D | -4.2% | +17.7% | -21.9% | -5.7% |
| 3M | +8.9% | +5.8% | +3.1% | +7.9% |
| 6M | +10.9% | -20.3% | +31.1% | +12.4% |
| YTD | +21.5% | -37.1% | +58.6% | +25.4% |
| 1Y | +21.9% | -30.2% | +52.1% | +24.4% |
| 3Y | +109.2% | +48.1% | +61.1% | +96.0% |
| 5Y | +102.0% | -46.8% | +148.8% | +102.4% |
| 10Y | +171.9% | +191.3% | -19.4% | +137.4% |
| All | +1,959.9% | +1,209.2% | +750.7% | +1,480.8% |
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