+11,460.4%
MSFT vs PEGA
+1,036.4%
+10,424.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.6% |
| 7D | +1.7% | -4.5% | +6.2% | +2.3% |
| 30D | +0.2% | -5.7% | +5.8% | +0.8% |
| 3M | +6.4% | +2.7% | +3.7% | +5.8% |
| 6M | +28.7% | -10.5% | +39.2% | +29.9% |
| YTD | +10.4% | -45.4% | +55.9% | +18.0% |
| 1Y | +7.6% | -44.7% | +52.4% | +14.8% |
| 3Y | +52.3% | +45.7% | +6.6% | +40.2% |
| 5Y | +64.5% | -45.3% | +109.8% | +66.2% |
| 10Y | +917.8% | +102.6% | +815.3% | +793.7% |
| All | +11,460.4% | +1,036.4% | +10,424.0% | +6,209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling