+198.0%
MPWR vs PEGA
+41.6%
+156.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.4% | +9.4% | +9.0% |
| 7D | +17.3% | -8.6% | +25.9% | +18.6% |
| 30D | +12.1% | -10.1% | +22.2% | +13.5% |
| 3M | +5.6% | -4.7% | +10.4% | +5.4% |
| 6M | -10.7% | -8.0% | -2.7% | -11.1% |
| YTD | +64.0% | -47.1% | +111.1% | +84.1% |
| 1Y | +55.9% | -47.5% | +103.4% | +75.3% |
| All | +198.0% | +41.6% | +156.3% | +159.6% |
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