+328.4%
MNST vs PEGA
+92.7%
+235.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -3.9% | -8.2% | +4.3% | -2.7% |
| 30D | +3.9% | -11.6% | +15.5% | +5.7% |
| 3M | -0.8% | -4.2% | +3.3% | -0.5% |
| 6M | +5.1% | -12.0% | +17.1% | +6.2% |
| YTD | +18.3% | -46.9% | +65.2% | +28.1% |
| 1Y | +29.5% | -47.0% | +76.5% | +40.1% |
| 3Y | +64.0% | +40.9% | +23.2% | +37.2% |
| 5Y | +97.2% | -45.4% | +142.5% | +105.4% |
| 10Y | +328.4% | +95.9% | +232.5% | +228.4% |
| All | +328.4% | +92.7% | +235.7% | +228.4% |
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