+364.9%
MXL vs PEGA
-36.0%
+400.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.1% | +7.6% |
| 7D | +18.9% | -3.0% | +21.9% | +18.7% |
| 30D | +0.3% | +15.9% | -15.6% | +0.9% |
| 3M | -8.0% | +10.8% | -18.9% | -5.8% |
| 6M | +341.2% | -16.5% | +357.7% | +368.5% |
| YTD | +327.8% | -39.0% | +366.9% | +372.5% |
| 1Y | +364.9% | -37.3% | +402.2% | +408.7% |
| All | +364.9% | -36.0% | +400.9% | +408.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling