+442.2%
MTZ vs PEGA
+92.7%
+349.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.6% |
| 7D | -8.7% | -8.2% | -0.5% | -7.0% |
| 30D | -15.0% | -11.6% | -3.4% | -12.8% |
| 3M | -32.6% | -4.2% | -28.4% | -32.7% |
| 6M | -56.3% | -12.0% | -44.4% | -56.3% |
| YTD | -16.8% | -46.9% | +30.1% | -5.8% |
| 1Y | -10.0% | -47.0% | +36.9% | +1.8% |
| 3Y | +267.1% | +40.9% | +226.2% | +189.6% |
| 5Y | +89.9% | -45.4% | +135.2% | +101.4% |
| 10Y | +442.2% | +95.9% | +346.3% | +186.6% |
| All | +442.2% | +92.7% | +349.5% | +186.6% |
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