+32.8%
MXL vs PEGA
-47.2%
+79.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.6% |
| 7D | +16.6% | -5.3% | +21.9% | +18.2% |
| 30D | +0.5% | +8.3% | -7.8% | -2.6% |
| 3M | -3.6% | +8.9% | -12.6% | -8.9% |
| 6M | +328.0% | -19.7% | +347.8% | +343.5% |
| YTD | +297.8% | -39.9% | +337.7% | +347.0% |
| 1Y | +339.4% | -36.4% | +375.8% | +380.8% |
| 3Y | +201.7% | +52.8% | +148.9% | +119.1% |
| 5Y | +32.8% | -45.7% | +78.4% | +55.5% |
| All | +32.8% | -47.2% | +79.9% | +55.5% |
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