+9.0%
MSFT vs PEGA
-44.4%
+53.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | +4.7% | -2.9% | +7.5% | +5.5% |
| 30D | +5.8% | -0.5% | +6.3% | +5.7% |
| 3M | +13.0% | +8.5% | +4.5% | +9.6% |
| 6M | +34.9% | -6.3% | +41.2% | +35.6% |
| YTD | +15.7% | -42.2% | +57.8% | +33.4% |
| 1Y | +9.0% | -43.4% | +52.4% | +26.6% |
| All | +9.0% | -44.4% | +53.4% | +26.6% |
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 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