+714.5%
MTZ vs PEGA
+191.9%
+522.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -1.6% | +3.3% | -4.9% | -2.4% |
| 30D | -11.1% | +17.7% | -28.8% | -14.9% |
| 3M | -36.7% | +5.8% | -42.5% | -38.7% |
| 6M | -21.9% | -20.3% | -1.7% | -19.2% |
| YTD | +9.1% | -37.1% | +46.3% | +19.5% |
| 1Y | +30.0% | -30.2% | +60.2% | +36.5% |
| 3Y | +138.5% | +48.1% | +90.3% | +88.7% |
| 5Y | +158.3% | -46.8% | +205.1% | +188.7% |
| All | +714.5% | +191.9% | +522.7% | +302.5% |
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 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