+52.3%
MSFT vs PEGA
+43.4%
+8.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.4% |
| 7D | +1.7% | -4.5% | +6.2% | +2.5% |
| 30D | +0.2% | -5.7% | +5.8% | +1.0% |
| 3M | +6.4% | +2.6% | +3.8% | +5.5% |
| 6M | +28.7% | -10.6% | +39.3% | +30.1% |
| YTD | +10.4% | -45.5% | +55.9% | +19.3% |
| 1Y | +7.6% | -44.8% | +52.4% | +16.0% |
| 3Y | +52.3% | +45.5% | +6.8% | +44.6% |
| All | +52.3% | +43.4% | +8.9% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling