+111.7%
MTUM vs PEGA
+52.0%
+59.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.2% |
| 7D | +1.2% | -5.3% | +6.5% | +1.8% |
| 30D | -1.7% | +8.3% | -10.0% | -2.6% |
| 3M | -0.5% | +8.9% | -9.4% | -1.8% |
| 6M | +22.3% | -19.7% | +42.1% | +25.5% |
| YTD | +21.4% | -39.9% | +61.3% | +29.3% |
| 1Y | +20.0% | -36.4% | +56.4% | +26.3% |
| All | +111.7% | +52.0% | +59.7% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling