-94.2%
MARA vs PEGA
+294.8%
-388.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.4% |
| 7D | +10.1% | +0.1% | +10.0% | +9.8% |
| 30D | -15.1% | -4.1% | -10.9% | -14.0% |
| 3M | -24.1% | -2.8% | -21.3% | -24.3% |
| 6M | -45.2% | -0.4% | -44.7% | -47.5% |
| YTD | -22.2% | -45.4% | +23.2% | -4.2% |
| 1Y | -45.3% | -42.6% | -2.7% | -34.4% |
| 3Y | -23.9% | +45.4% | -69.3% | -48.6% |
| 5Y | -90.8% | -44.6% | -46.2% | -90.5% |
| 10Y | -81.0% | +91.2% | -172.2% | -82.2% |
| All | -94.2% | +294.8% | -388.9% | -92.3% |
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