+878.4%
MSFT vs PEGA
+184.6%
+693.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.2% |
| 7D | -0.8% | -3.0% | +2.2% | 0.0% |
| 30D | +0.8% | +15.9% | -15.1% | -3.5% |
| 3M | +27.2% | +10.8% | +16.4% | +22.4% |
| 6M | +22.9% | -16.5% | +39.4% | +27.5% |
| YTD | +3.1% | -39.0% | +42.2% | +16.2% |
| 1Y | -0.3% | -37.3% | +37.0% | +10.6% |
| 3Y | +50.1% | +59.2% | -9.1% | +14.5% |
| 5Y | +74.6% | -44.9% | +119.5% | +91.6% |
| All | +878.4% | +184.6% | +693.7% | +540.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling