-69.3%
MARA vs PEGA
-48.2%
-21.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.8% |
| 7D | +13.8% | -6.1% | +20.0% | +17.4% |
| 30D | +24.7% | +6.4% | +18.3% | +20.0% |
| 3M | -10.4% | +2.9% | -13.4% | -14.9% |
| 6M | +37.6% | -23.8% | +61.5% | +52.6% |
| YTD | +32.7% | -41.1% | +73.8% | +65.6% |
| 1Y | -25.2% | -38.2% | +13.1% | -10.3% |
| 3Y | +9.3% | +49.8% | -40.6% | -38.8% |
| 5Y | -69.3% | -48.0% | -21.3% | -40.0% |
| All | -69.3% | -48.2% | -21.2% | -40.0% |
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 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