+40.4%
MSTR vs PEGA
-44.5%
+84.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.7% | -3.0% |
| 7D | -13.4% | +0.1% | -13.5% | -13.6% |
| 30D | -22.1% | -4.1% | -17.9% | -20.7% |
| 3M | +15.0% | -2.8% | +17.8% | +16.3% |
| 6M | -37.3% | -0.4% | -36.9% | -38.5% |
| YTD | -26.5% | -45.4% | +18.8% | -5.4% |
| 1Y | -46.5% | -42.6% | -3.9% | -32.9% |
| 3Y | +121.1% | +45.4% | +75.7% | +45.0% |
| All | +40.4% | -44.5% | +84.9% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling