+73.9%
MUB vs PEGA
+1,282.2%
-1,208.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.9% | +3.3% | -4.1% | -0.9% |
| 30D | -1.4% | +17.7% | -19.2% | -1.5% |
| 3M | -2.2% | +5.8% | -7.9% | -2.2% |
| 6M | -1.9% | -20.3% | +18.4% | -1.8% |
| YTD | -0.8% | -37.1% | +36.4% | -0.6% |
| 1Y | +2.7% | -30.2% | +32.9% | +2.9% |
| 3Y | +8.6% | +48.1% | -39.5% | +8.1% |
| 5Y | +2.0% | -46.8% | +48.8% | +1.7% |
| 10Y | +17.9% | +191.3% | -173.4% | +18.2% |
| All | +73.9% | +1,282.2% | -1,208.3% | +76.9% |
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