-49.1%
MNDY vs PEGA
-40.0%
-9.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.5% | -5.9% |
| 7D | -9.6% | +3.3% | -12.9% | -11.3% |
| 30D | -0.4% | +17.7% | -18.2% | -9.4% |
| 3M | +4.3% | +5.8% | -1.5% | 0.0% |
| 6M | +19.8% | -20.3% | +40.0% | +35.8% |
| YTD | -38.3% | -37.1% | -1.1% | -20.9% |
| 1Y | -50.1% | -30.2% | -19.9% | -40.9% |
| 3Y | -48.4% | +48.1% | -96.5% | -67.9% |
| 5Y | -76.0% | -46.8% | -29.2% | -58.5% |
| All | -49.1% | -40.0% | -9.1% | -24.0% |
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 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