+570.4%
MSTR vs PEGA
+101.6%
+468.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +1.4% |
| 7D | -1.2% | -4.5% | +3.3% | +1.0% |
| 30D | -15.9% | -5.7% | -10.3% | -13.7% |
| 3M | +33.1% | +2.7% | +30.5% | +31.2% |
| 6M | -31.0% | -10.5% | -20.5% | -28.8% |
| YTD | -15.1% | -45.4% | +30.3% | +9.6% |
| 1Y | -45.6% | -44.7% | -0.9% | -30.4% |
| 3Y | +180.5% | +45.7% | +134.8% | +89.2% |
| 5Y | +61.7% | -45.3% | +106.9% | +79.0% |
| All | +570.4% | +101.6% | +468.8% | +383.3% |
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 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