+554.5%
MSTR vs PEGA
+99.2%
+455.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -0.7% |
| 7D | -4.0% | -10.0% | +6.0% | +1.1% |
| 30D | -18.6% | -12.7% | -5.9% | -13.3% |
| 3M | +25.6% | -4.6% | +30.2% | +28.1% |
| 6M | -33.1% | -13.1% | -20.0% | -29.9% |
| YTD | -17.3% | -47.6% | +30.2% | +8.8% |
| 1Y | -48.1% | -47.0% | -1.1% | -32.2% |
| 3Y | +154.2% | +42.0% | +112.2% | +73.5% |
| 5Y | +46.2% | -47.8% | +94.0% | +65.6% |
| 10Y | +554.5% | +92.0% | +462.5% | +386.5% |
| All | +554.5% | +99.2% | +455.3% | +386.5% |
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