0.0%
MSFT vs PEGA
-35.6%
+35.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | 0.0% |
| 7D | -1.4% | -2.4% | +1.0% | -0.8% |
| 30D | -1.0% | +9.6% | -10.6% | -3.5% |
| 3M | +20.2% | +2.3% | +17.9% | +18.4% |
| 6M | +21.3% | -23.9% | +45.2% | +27.6% |
| YTD | +2.8% | -39.8% | +42.6% | +12.2% |
| 1Y | 0.0% | -37.4% | +37.4% | +8.5% |
| All | 0.0% | -35.6% | +35.5% | +8.5% |
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 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