+163.7%
MXL vs PEGA
+97.3%
+66.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.9% |
| 7D | +13.4% | +0.1% | +13.3% | +13.0% |
| 30D | -29.2% | -4.1% | -25.1% | -28.7% |
| 3M | -27.2% | -2.8% | -24.4% | -28.7% |
| 6M | -36.4% | -0.4% | -36.0% | -41.3% |
| YTD | +220.0% | -45.4% | +265.4% | +275.8% |
| 1Y | +304.8% | -42.6% | +347.4% | +364.2% |
| 3Y | +238.5% | +45.4% | +193.1% | +109.8% |
| 5Y | -18.8% | -44.6% | +25.8% | -15.0% |
| All | +163.7% | +97.3% | +66.4% | +43.3% |
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 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