+492.6%
MTZ vs PEGA
+99.2%
+393.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.9% | +12.5% | +9.5% |
| 7D | -2.4% | -10.0% | +7.5% | -0.1% |
| 30D | -11.1% | -12.7% | +1.6% | -8.5% |
| 3M | -30.6% | -4.6% | -26.0% | -30.6% |
| 6M | -54.4% | -13.1% | -41.3% | -54.1% |
| YTD | -13.0% | -47.6% | +34.5% | -1.2% |
| 1Y | -5.7% | -47.0% | +41.3% | +6.7% |
| 3Y | +297.2% | +42.0% | +255.2% | +212.4% |
| 5Y | +95.9% | -47.8% | +143.7% | +111.8% |
| 10Y | +492.6% | +92.0% | +400.7% | +221.6% |
| All | +492.6% | +99.2% | +393.5% | +221.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling