+7,833.0%
MU vs PEGA
+1,005.9%
+6,827.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -15.2% | -8.2% | -7.0% | -13.9% |
| 30D | -29.5% | -11.6% | -18.0% | -28.0% |
| 3M | -15.8% | -4.2% | -11.6% | -15.7% |
| 6M | -2.9% | -12.0% | +9.1% | -2.8% |
| YTD | +154.2% | -46.9% | +201.1% | +174.5% |
| 1Y | +186.6% | -47.0% | +233.6% | +209.9% |
| 3Y | +871.5% | +40.9% | +830.6% | +744.3% |
| 5Y | +911.7% | -45.4% | +957.1% | +909.6% |
| 10Y | +4,277.4% | +95.9% | +4,181.4% | +3,440.4% |
| All | +7,833.0% | +1,005.9% | +6,827.0% | +3,060.5% |
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 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