+3.5%
MU vs PEGA
-12.1%
+15.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.5% | +8.6% | +3.6% |
| 7D | -22.0% | -4.5% | -17.5% | -23.6% |
| 30D | -36.6% | -5.7% | -30.9% | -38.0% |
| 3M | -21.7% | +2.6% | -24.3% | -19.2% |
| 6M | +3.5% | -10.6% | +14.1% | +16.6% |
| All | +3.5% | -12.1% | +15.7% | +16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling