+255.6%
MXL vs PEGA
+287.4%
-31.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.2% | +10.2% | +7.6% |
| 7D | +15.5% | -2.4% | +17.9% | +16.4% |
| 30D | -11.3% | +9.6% | -20.9% | -15.3% |
| 3M | -16.1% | +2.3% | -18.4% | -20.5% |
| 6M | +323.0% | -23.9% | +346.9% | +346.8% |
| YTD | +281.5% | -39.8% | +321.3% | +333.5% |
| 1Y | +319.3% | -37.4% | +356.7% | +365.2% |
| 3Y | +189.4% | +53.1% | +136.2% | +94.6% |
| 5Y | +26.0% | -47.2% | +73.2% | +29.5% |
| 10Y | +243.5% | +174.3% | +69.1% | +87.1% |
| All | +255.6% | +287.4% | -31.8% | +45.1% |
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