+258.1%
MTZ vs PEGA
+43.4%
+214.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.5% | +13.0% | +10.0% |
| 7D | -6.4% | -4.5% | -1.9% | -5.9% |
| 30D | -22.1% | -5.7% | -16.4% | -21.6% |
| 3M | -32.7% | +2.6% | -35.3% | -33.3% |
| 6M | -59.8% | -10.6% | -49.2% | -59.6% |
| YTD | -19.9% | -45.5% | +25.6% | -11.1% |
| 1Y | -11.5% | -44.8% | +33.3% | -2.2% |
| 3Y | +258.1% | +45.5% | +212.6% | +211.8% |
| All | +258.1% | +43.4% | +214.7% | +211.8% |
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