+1,120.6%
MSTR vs PEGA
+445.9%
+674.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.7% |
| 7D | -1.2% | -4.5% | +3.3% | +0.1% |
| 30D | -15.9% | -5.7% | -10.3% | -14.6% |
| 3M | +33.1% | +2.6% | +30.6% | +32.2% |
| 6M | -31.0% | -10.6% | -20.4% | -29.5% |
| YTD | -15.1% | -45.5% | +30.3% | -1.3% |
| 1Y | -45.6% | -44.8% | -0.9% | -37.1% |
| 3Y | +180.5% | +45.5% | +135.0% | +137.4% |
| 5Y | +61.7% | -45.3% | +107.0% | +77.0% |
| 10Y | +578.0% | +102.4% | +475.6% | +438.1% |
| All | +1,120.6% | +445.9% | +674.8% | +431.2% |
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