+11,020.1%
MU vs PEGA
+1,209.2%
+9,810.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.3% |
| 7D | +9.0% | +3.3% | +5.7% | +8.3% |
| 30D | +13.8% | +17.7% | -3.9% | +10.2% |
| 3M | +2.1% | +5.8% | -3.7% | -0.6% |
| 6M | +153.8% | -20.3% | +174.1% | +158.2% |
| YTD | +256.4% | -37.1% | +293.5% | +274.8% |
| 1Y | +719.8% | -30.2% | +750.0% | +743.6% |
| 3Y | +1,360.4% | +48.1% | +1,312.3% | +1,161.6% |
| 5Y | +1,312.4% | -46.8% | +1,359.2% | +1,322.1% |
| 10Y | +6,142.6% | +191.3% | +5,951.3% | +4,632.8% |
| All | +11,020.1% | +1,209.2% | +9,810.9% | +4,216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling