+28.7%
MSFT vs PEGA
-12.0%
+40.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.1% |
| 7D | +1.7% | -4.5% | +6.2% | +2.9% |
| 30D | +0.2% | -5.7% | +5.8% | +1.4% |
| 3M | +6.4% | +2.7% | +3.7% | +4.5% |
| 6M | +28.7% | -10.5% | +39.2% | +35.8% |
| All | +28.7% | -12.0% | +40.7% | +35.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling