+302.4%
MXL vs PEGA
+184.6%
+117.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.1% | +7.0% |
| 7D | +18.9% | -3.0% | +21.9% | +20.0% |
| 30D | +0.3% | +15.9% | -15.6% | -6.4% |
| 3M | -8.0% | +10.8% | -18.9% | -16.1% |
| 6M | +341.2% | -16.5% | +357.7% | +351.1% |
| YTD | +327.8% | -39.0% | +366.9% | +390.8% |
| 1Y | +364.9% | -37.3% | +402.2% | +421.4% |
| 3Y | +229.2% | +59.2% | +170.1% | +101.4% |
| 5Y | +42.8% | -44.9% | +87.6% | +55.9% |
| All | +302.4% | +184.6% | +117.8% | +110.2% |
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