+215.3%
MXL vs PEGA
+247.0%
-31.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.7% | -2.4% |
| 7D | +33.1% | -4.6% | +37.6% | +34.8% |
| 30D | -33.5% | -6.8% | -26.7% | -32.3% |
| 3M | -20.7% | +2.6% | -23.2% | -23.8% |
| 6M | -35.9% | -5.4% | -30.5% | -39.2% |
| YTD | +238.3% | -46.0% | +284.3% | +292.4% |
| 1Y | +296.2% | -45.6% | +341.9% | +358.5% |
| 3Y | +254.1% | +43.2% | +211.0% | +140.6% |
| 5Y | -14.1% | -45.3% | +31.1% | -15.5% |
| 10Y | +178.1% | +88.9% | +89.2% | +70.4% |
| All | +215.3% | +247.0% | -31.7% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling