+3,013.1%
MS vs PEGA
+1,076.4%
+1,936.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.6% |
| 7D | -3.4% | -1.6% | -1.8% | -3.1% |
| 30D | -3.9% | -3.0% | -0.9% | -3.6% |
| 3M | -15.9% | +5.8% | -21.7% | -17.1% |
| 6M | -2.5% | -8.8% | +6.3% | -2.3% |
| YTD | +5.1% | -43.5% | +48.6% | +13.0% |
| 1Y | +13.0% | -43.4% | +56.3% | +21.3% |
| 3Y | +160.7% | +48.6% | +112.1% | +130.3% |
| 5Y | +114.0% | -43.3% | +157.4% | +113.7% |
| 10Y | +637.5% | +109.7% | +527.8% | +496.3% |
| All | +3,013.1% | +1,076.4% | +1,936.7% | +1,435.5% |
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