-14.5%
MXL vs PEGA
-45.2%
+30.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.7% | -2.2% |
| 7D | +33.1% | -4.6% | +37.6% | +34.3% |
| 30D | -33.5% | -6.8% | -26.7% | -32.6% |
| 3M | -20.7% | +2.6% | -23.2% | -23.0% |
| 6M | -35.9% | -5.4% | -30.5% | -38.2% |
| YTD | +238.3% | -46.0% | +284.3% | +286.1% |
| 1Y | +296.2% | -45.6% | +341.9% | +351.3% |
| 3Y | +254.1% | +43.2% | +211.0% | +155.5% |
| All | -14.5% | -45.2% | +30.7% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling