+1,876.6%
MTZ vs PEGA
+1,209.2%
+667.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -1.6% | +3.3% | -4.9% | -2.1% |
| 30D | -11.1% | +17.7% | -28.8% | -13.6% |
| 3M | -36.7% | +5.8% | -42.5% | -38.1% |
| 6M | -21.9% | -20.3% | -1.7% | -20.5% |
| YTD | +9.1% | -37.1% | +46.3% | +14.8% |
| 1Y | +30.0% | -30.2% | +60.2% | +33.6% |
| 3Y | +138.5% | +48.1% | +90.3% | +110.9% |
| 5Y | +158.3% | -46.8% | +205.1% | +159.9% |
| 10Y | +700.8% | +191.3% | +509.5% | +512.1% |
| All | +1,876.6% | +1,209.2% | +667.4% | +666.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling