-23.7%
MARA vs PEGA
-36.0%
+12.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.4% | +4.6% |
| 7D | +5.9% | -3.0% | +8.9% | +6.4% |
| 30D | +24.3% | +15.9% | +8.4% | +20.9% |
| 3M | -12.0% | +10.8% | -22.8% | -13.9% |
| 6M | +40.1% | -16.5% | +56.6% | +50.2% |
| YTD | +33.4% | -39.0% | +72.4% | +48.7% |
| 1Y | -23.7% | -37.3% | +13.5% | -14.5% |
| All | -23.7% | -36.0% | +12.3% | -14.5% |
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 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