+920.4%
MSFT vs PEGA
+99.2%
+821.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.7% | +3.9% |
| 7D | +7.5% | -10.0% | +17.5% | +10.7% |
| 30D | +1.9% | -12.7% | +14.6% | +5.6% |
| 3M | +9.2% | -4.6% | +13.8% | +10.0% |
| 6M | +31.9% | -13.1% | +45.0% | +35.3% |
| YTD | +13.4% | -47.6% | +61.0% | +33.1% |
| 1Y | +10.6% | -47.0% | +57.7% | +29.1% |
| 3Y | +54.7% | +42.0% | +12.7% | +20.7% |
| 5Y | +69.1% | -47.8% | +116.9% | +86.0% |
| 10Y | +920.4% | +92.0% | +828.4% | +584.6% |
| All | +920.4% | +99.2% | +821.2% | +584.6% |
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 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