+346.0%
MNST vs PEGA
+94.9%
+251.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -4.7% | -4.6% | -0.2% | -4.1% |
| 30D | +5.2% | -6.8% | +12.0% | +6.3% |
| 3M | -0.9% | +2.6% | -3.4% | -1.5% |
| 6M | +6.1% | -5.4% | +11.5% | +6.1% |
| YTD | +18.9% | -46.0% | +64.9% | +28.5% |
| 1Y | +29.3% | -45.6% | +74.9% | +39.3% |
| 3Y | +64.9% | +43.2% | +21.7% | +37.5% |
| 5Y | +98.0% | -45.3% | +143.3% | +106.8% |
| All | +346.0% | +94.9% | +251.1% | +233.0% |
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 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