+215.7%
MXL vs PEGA
+49.1%
+166.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.2% | +9.7% | +7.8% |
| 7D | +19.0% | -6.1% | +25.1% | +20.0% |
| 30D | +4.5% | +6.4% | -1.9% | +3.0% |
| 3M | -1.5% | +2.9% | -4.4% | -3.0% |
| 6M | +348.6% | -23.8% | +372.5% | +369.7% |
| YTD | +310.3% | -41.1% | +351.3% | +352.0% |
| 1Y | +344.7% | -38.2% | +382.9% | +382.2% |
| All | +215.7% | +49.1% | +166.6% | +260.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling