+1,315.7%
MU vs PEGA
-46.5%
+1,362.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.3% |
| 7D | +9.0% | +3.3% | +5.7% | +8.4% |
| 30D | +13.8% | +17.7% | -3.9% | +10.5% |
| 3M | +2.1% | +5.8% | -3.7% | +0.2% |
| 6M | +153.8% | -20.3% | +174.1% | +162.2% |
| YTD | +256.4% | -37.1% | +293.5% | +285.2% |
| 1Y | +719.8% | -30.2% | +750.0% | +760.2% |
| 3Y | +1,360.4% | +48.1% | +1,312.3% | +1,113.4% |
| All | +1,315.7% | -46.5% | +1,362.1% | +1,513.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling