+407,831.5%
MNST vs PEGA
+1,209.2%
+406,622.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -6.5% | +3.3% | -9.8% | -6.7% |
| 30D | -7.2% | +17.7% | -25.0% | -8.5% |
| 3M | -1.0% | +5.8% | -6.8% | -1.8% |
| 6M | +11.5% | -20.3% | +31.7% | +12.8% |
| YTD | +14.3% | -37.1% | +51.4% | +17.5% |
| 1Y | +38.1% | -30.2% | +68.3% | +40.4% |
| 3Y | +55.0% | +48.1% | +6.9% | +45.1% |
| 5Y | +79.6% | -46.8% | +126.4% | +79.2% |
| 10Y | +241.8% | +191.3% | +50.5% | +199.8% |
| All | +407,831.5% | +1,209.2% | +406,622.3% | +263,522.3% |
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