+32.5%
MPWR vs PEGA
-44.4%
+77.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | +4.1% | -2.9% | +7.0% | +3.5% |
| 30D | -14.8% | -0.5% | -14.3% | -14.7% |
| 3M | -5.4% | +8.5% | -13.9% | -3.5% |
| 6M | -19.6% | -6.3% | -13.3% | -17.7% |
| YTD | +39.8% | -42.2% | +82.0% | +46.9% |
| 1Y | +32.5% | -43.4% | +76.0% | +43.1% |
| All | +32.5% | -44.4% | +77.0% | +43.1% |
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