+96.8%
MNST vs PEGA
-45.8%
+142.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -6.9% | -8.6% | +1.8% | -6.2% |
| 30D | +3.7% | -10.1% | +13.8% | +4.5% |
| 3M | -0.3% | -4.7% | +4.5% | 0.0% |
| 6M | +5.1% | -8.0% | +13.0% | +5.3% |
| YTD | +18.4% | -47.1% | +65.6% | +23.5% |
| 1Y | +26.3% | -47.5% | +73.7% | +31.7% |
| 3Y | +64.3% | +40.2% | +24.0% | +47.5% |
| 5Y | +96.8% | -45.7% | +142.6% | +117.5% |
| All | +96.8% | -45.8% | +142.7% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling