+37.9%
MNST vs PEGA
-45.2%
+83.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.9% | -4.4% |
| 7D | -3.4% | -4.5% | +1.1% | -3.4% |
| 30D | +6.6% | -5.7% | +12.3% | +6.7% |
| 3M | -2.9% | +2.6% | -5.5% | -2.6% |
| 6M | +18.4% | -10.6% | +29.0% | +18.2% |
| YTD | +19.3% | -45.5% | +64.8% | +19.6% |
| 1Y | +37.9% | -44.8% | +82.7% | +38.2% |
| All | +37.9% | -45.2% | +83.1% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling