+62.9%
MNST vs PEGA
+43.4%
+19.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.9% | -4.3% |
| 7D | -3.4% | -4.5% | +1.1% | -3.3% |
| 30D | +6.6% | -5.7% | +12.3% | +6.7% |
| 3M | -2.9% | +2.6% | -5.5% | -2.9% |
| 6M | +18.4% | -10.6% | +29.0% | +18.5% |
| YTD | +19.3% | -45.5% | +64.8% | +20.4% |
| 1Y | +37.9% | -44.8% | +82.7% | +39.1% |
| 3Y | +62.9% | +45.5% | +17.3% | +54.0% |
| All | +62.9% | +43.4% | +19.5% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling