+155.2%
MPWR vs PEGA
-46.5%
+201.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -2.6% | +3.3% | -5.9% | -3.5% |
| 30D | -9.0% | +17.7% | -26.8% | -13.5% |
| 3M | -25.8% | +5.8% | -31.6% | -28.2% |
| 6M | +11.8% | -20.3% | +32.0% | +16.7% |
| YTD | +35.5% | -37.1% | +72.6% | +51.0% |
| 1Y | +45.3% | -30.2% | +75.5% | +54.3% |
| 3Y | +138.5% | +48.1% | +90.3% | +78.9% |
| All | +155.2% | -46.5% | +201.7% | +197.1% |
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 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