+245.6%
MNST vs PEGA
+191.9%
+53.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -6.5% | +3.3% | -9.8% | -6.9% |
| 30D | -7.2% | +17.7% | -25.0% | -9.5% |
| 3M | -1.0% | +5.8% | -6.8% | -2.4% |
| 6M | +11.5% | -20.3% | +31.7% | +14.2% |
| YTD | +14.3% | -37.1% | +51.4% | +20.8% |
| 1Y | +38.1% | -30.2% | +68.3% | +42.7% |
| 3Y | +55.0% | +48.1% | +6.9% | +30.5% |
| 5Y | +79.6% | -46.8% | +126.4% | +92.8% |
| All | +245.6% | +191.9% | +53.7% | +156.7% |
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