-25.1%
MARA vs PEGA
-30.0%
+4.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +6.0% | +3.3% | +2.7% | +5.4% |
| 30D | +0.6% | +17.7% | -17.1% | -2.4% |
| 3M | -18.5% | +5.8% | -24.3% | -18.4% |
| 6M | +21.7% | -20.3% | +42.0% | +32.4% |
| YTD | +25.9% | -37.1% | +63.1% | +39.1% |
| 1Y | -25.1% | -30.2% | +5.1% | -19.0% |
| All | -25.1% | -30.0% | +4.9% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling