+1,252.0%
MSTR vs PEGA
+529.4%
+722.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +12.2% | +3.3% | +8.9% | +11.2% |
| 30D | +45.2% | +17.7% | +27.4% | +39.0% |
| 3M | +10.4% | +5.8% | +4.6% | +7.9% |
| 6M | -2.5% | -20.3% | +17.8% | +2.4% |
| YTD | -6.0% | -37.1% | +31.1% | +5.2% |
| 1Y | -56.4% | -30.2% | -26.2% | -52.9% |
| 3Y | +306.3% | +48.1% | +258.2% | +241.6% |
| 5Y | +100.5% | -46.8% | +147.3% | +120.6% |
| 10Y | +741.1% | +191.3% | +549.8% | +507.8% |
| All | +1,252.0% | +529.4% | +722.5% | +466.5% |
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 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