+12.5%
MTCH vs PEGA
-37.0%
+49.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.0% | +0.5% |
| 7D | -1.4% | -5.3% | +3.9% | -0.1% |
| 30D | +13.6% | +8.3% | +5.3% | +11.1% |
| 3M | +22.4% | +8.9% | +13.5% | +18.6% |
| 6M | +37.2% | -19.7% | +56.9% | +42.2% |
| YTD | +31.8% | -39.9% | +71.7% | +44.3% |
| All | +12.5% | -37.0% | +49.5% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling