+1,224.5%
MTZ vs PEGA
+1,076.4%
+148.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -4.8% |
| 7D | -10.6% | -1.6% | -9.0% | -10.4% |
| 30D | -30.4% | -3.0% | -27.4% | -30.1% |
| 3M | -40.4% | +5.8% | -46.2% | -41.3% |
| 6M | -63.7% | -8.8% | -54.8% | -63.8% |
| YTD | -26.9% | -43.5% | +16.6% | -22.0% |
| 1Y | -20.2% | -43.4% | +23.2% | -14.9% |
| 3Y | +208.1% | +48.6% | +159.5% | +171.6% |
| 5Y | +69.4% | -43.3% | +112.7% | +68.1% |
| 10Y | +440.6% | +109.7% | +330.9% | +333.9% |
| All | +1,224.5% | +1,076.4% | +148.1% | +420.9% |
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