+3,971.9%
MU vs PEGA
+101.4%
+3,870.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.5% | +8.6% | +6.1% |
| 7D | -22.0% | -4.5% | -17.5% | -20.9% |
| 30D | -36.6% | -5.7% | -30.9% | -35.6% |
| 3M | -21.7% | +2.6% | -24.3% | -23.2% |
| 6M | +3.5% | -10.6% | +14.1% | +3.2% |
| YTD | +141.9% | -45.5% | +187.4% | +177.6% |
| 1Y | +189.8% | -44.8% | +234.6% | +231.8% |
| 3Y | +855.4% | +45.5% | +809.8% | +571.5% |
| 5Y | +869.2% | -45.3% | +914.5% | +938.4% |
| All | +3,971.9% | +101.4% | +3,870.5% | +1,919.2% |
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 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