+425,519.1%
MNST vs PEGA
+1,035.4%
+424,483.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.9% | -4.1% |
| 7D | -3.4% | -4.5% | +1.1% | -3.1% |
| 30D | +6.6% | -5.7% | +12.3% | +7.1% |
| 3M | -2.9% | +2.6% | -5.5% | -3.2% |
| 6M | +18.4% | -10.6% | +29.0% | +18.9% |
| YTD | +19.3% | -45.5% | +64.8% | +23.9% |
| 1Y | +37.9% | -44.8% | +82.7% | +43.0% |
| 3Y | +62.9% | +45.5% | +17.3% | +52.6% |
| 5Y | +99.6% | -45.3% | +144.9% | +98.6% |
| 10Y | +305.7% | +102.4% | +203.3% | +265.4% |
| All | +425,519.1% | +1,035.4% | +424,483.7% | +277,883.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling