+5,778.3%
MU vs PEGA
+175.4%
+5,602.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.4% |
| 7D | +7.2% | -2.4% | +9.6% | +7.9% |
| 30D | +14.0% | +9.6% | +4.4% | +10.4% |
| 3M | +5.4% | +2.3% | +3.1% | +2.0% |
| 6M | +170.3% | -23.9% | +194.2% | +184.4% |
| YTD | +250.7% | -39.8% | +290.4% | +292.8% |
| 1Y | +662.1% | -37.4% | +699.5% | +736.6% |
| 3Y | +1,341.2% | +53.1% | +1,288.1% | +914.6% |
| 5Y | +1,319.3% | -47.2% | +1,366.6% | +1,493.3% |
| 10Y | +5,778.3% | +174.3% | +5,604.0% | +2,869.6% |
| All | +5,778.3% | +175.4% | +5,602.9% | +2,869.6% |
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