-52.4%
MNDY vs PEGA
-42.6%
-9.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.0% | +3.8% |
| 7D | -12.5% | -5.3% | -7.2% | -9.4% |
| 30D | -2.6% | +8.3% | -10.9% | -6.7% |
| 3M | +4.2% | +8.9% | -4.7% | -1.6% |
| 6M | +9.8% | -19.7% | +29.5% | +24.3% |
| YTD | -42.3% | -39.9% | -2.4% | -23.8% |
| 1Y | -54.5% | -36.4% | -18.2% | -42.9% |
| 3Y | -50.3% | +52.8% | -103.1% | -70.0% |
| 5Y | -77.1% | -45.7% | -31.4% | -61.8% |
| All | -52.4% | -42.6% | -9.8% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling