+521.9%
MSTR vs PEGA
+94.5%
+427.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -14.2% | -8.6% | -5.5% | -10.3% |
| 30D | -19.9% | -10.1% | -9.8% | -15.8% |
| 3M | +27.3% | -4.7% | +32.1% | +30.0% |
| 6M | -37.6% | -8.0% | -29.6% | -36.3% |
| YTD | -19.5% | -47.1% | +27.7% | +5.6% |
| 1Y | -47.1% | -47.5% | +0.3% | -30.6% |
| 3Y | +140.3% | +40.2% | +100.0% | +65.2% |
| 5Y | +49.5% | -45.7% | +95.3% | +66.1% |
| 10Y | +521.9% | +85.1% | +436.8% | +368.8% |
| All | +521.9% | +94.5% | +427.4% | +368.8% |
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 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