+21.8%
MTUM vs PEGA
-36.0%
+57.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.3% |
| 7D | +0.7% | -3.0% | +3.7% | +0.6% |
| 30D | -2.4% | +15.9% | -18.3% | -2.0% |
| 3M | -3.6% | +10.8% | -14.5% | -2.5% |
| 6M | +23.7% | -16.5% | +40.2% | +27.2% |
| YTD | +22.9% | -39.0% | +61.9% | +29.8% |
| 1Y | +21.8% | -37.3% | +59.0% | +28.4% |
| All | +21.8% | -36.0% | +57.8% | +28.4% |
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