+189.8%
MU vs PEGA
-47.6%
+237.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.9% | +10.2% | +5.3% |
| 7D | -12.0% | -10.0% | -2.1% | -14.2% |
| 30D | -28.7% | -12.7% | -16.1% | -31.0% |
| 3M | -16.4% | -4.6% | -11.9% | -16.8% |
| 6M | -1.8% | -13.1% | +11.3% | +0.9% |
| YTD | +157.1% | -47.6% | +204.6% | +192.1% |
| All | +189.8% | -47.6% | +237.3% | +228.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling